+359.8%
HUT vs ACM
-12.3%
+372.1%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | 0.0% | +14.6% | +14.6% |
| 7D | -11.4% | +5.4% | -16.7% | -14.9% |
| 30D | -41.0% | +15.1% | -56.2% | -46.7% |
| 3M | -41.9% | -10.5% | -31.5% | -38.6% |
| 6M | -51.7% | -19.7% | -32.0% | -44.6% |
| YTD | +14.6% | -28.8% | +43.4% | +44.5% |
| 1Y | +21.4% | -47.9% | +69.3% | +114.8% |
| 3Y | +359.8% | -12.4% | +372.2% | +601.7% |
| All | +359.8% | -12.3% | +372.1% | +601.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling