+720.6%
HUT vs ACGL
+34.2%
+686.3%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.7% | +7.9% | +5.9% |
| 7D | +17.8% | -0.7% | +18.5% | +17.6% |
| 30D | +0.8% | -1.0% | +1.8% | +0.7% |
| 3M | -26.8% | +11.0% | -37.8% | -26.2% |
| 6M | +72.6% | -0.3% | +72.9% | +73.4% |
| YTD | +103.6% | +2.3% | +101.4% | +103.7% |
| 1Y | +265.3% | +6.4% | +258.9% | +263.2% |
| All | +720.6% | +34.2% | +686.3% | +706.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling