-19.4%
HUT vs ACGL
+173.1%
-192.6%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.4% | -0.6% |
| 7D | -10.9% | +1.3% | -12.2% | -11.3% |
| 30D | -32.6% | +14.2% | -46.8% | -34.9% |
| 3M | -33.7% | +11.1% | -44.8% | -35.7% |
| 6M | -42.3% | +16.4% | -58.7% | -45.5% |
| YTD | +23.6% | +13.8% | +9.8% | +16.1% |
| 1Y | +20.4% | +21.6% | -1.2% | +9.3% |
| 3Y | +423.2% | +33.5% | +389.7% | +334.3% |
| 5Y | -19.4% | +174.8% | -194.3% | -67.4% |
| All | -19.4% | +173.1% | -192.6% | -67.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling