+220.1%
HUT vs ACGL
+285.3%
-65.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.3% | -7.4% | -7.2% |
| 7D | +9.3% | +2.2% | +7.2% | +8.4% |
| 30D | -23.1% | +12.3% | -35.4% | -27.8% |
| 3M | -30.6% | +11.8% | -42.4% | -35.0% |
| 6M | -46.9% | +17.5% | -64.3% | -52.3% |
| YTD | +25.3% | +14.3% | +11.0% | +12.3% |
| 1Y | +59.8% | +18.2% | +41.7% | +40.4% |
| 3Y | +467.2% | +33.2% | +434.0% | +345.6% |
| 5Y | -24.6% | +174.3% | -199.0% | -63.3% |
| All | +220.1% | +285.3% | -65.2% | +16.9% |
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