+217.0%
HUT vs ACGL
+280.1%
-63.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.8% | +7.5% | +8.0% |
| 7D | +3.7% | -1.1% | +4.8% | +3.5% |
| 30D | -32.3% | +13.1% | -45.5% | -36.7% |
| 3M | -35.6% | +9.8% | -45.4% | -39.2% |
| 6M | -42.1% | +15.3% | -57.4% | -47.5% |
| YTD | +24.1% | +12.7% | +11.4% | +11.9% |
| 1Y | +27.9% | +20.7% | +7.2% | +10.6% |
| 3Y | +409.1% | +34.3% | +374.8% | +296.4% |
| 5Y | -25.9% | +170.6% | -196.5% | -63.7% |
| All | +217.0% | +280.1% | -63.0% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ACGL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling