+453.2%
HUT vs ACM
+89.7%
+363.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.8% | +7.2% | +7.0% |
| 7D | +28.3% | -0.3% | +28.5% | +28.5% |
| 30D | +12.3% | -12.9% | +25.2% | +21.8% |
| 3M | -16.8% | -6.4% | -10.4% | -15.6% |
| 6M | +111.4% | -29.2% | +140.6% | +166.0% |
| YTD | +116.6% | -29.9% | +146.5% | +170.6% |
| 1Y | +290.5% | -47.3% | +337.7% | +517.2% |
| 3Y | +792.3% | -19.6% | +811.9% | +930.5% |
| 5Y | +94.1% | +5.5% | +88.6% | +97.6% |
| All | +453.2% | +89.7% | +363.5% | +285.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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