+192.7%
HUT vs ACGL
+277.1%
-84.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | -3.0% | +17.6% | +15.8% |
| 7D | -11.4% | +0.9% | -12.2% | -12.4% |
| 30D | -41.0% | +13.7% | -54.8% | -45.1% |
| 3M | -41.9% | +8.0% | -50.0% | -44.8% |
| 6M | -51.7% | +13.3% | -65.0% | -55.9% |
| YTD | +14.6% | +11.8% | +2.8% | +3.6% |
| 1Y | +21.4% | +22.2% | -0.8% | +4.2% |
| 3Y | +359.8% | +32.5% | +327.3% | +260.5% |
| 5Y | -27.5% | +160.2% | -187.7% | -63.7% |
| All | +192.7% | +277.1% | -84.4% | +7.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling