+467.2%
HUT vs ACM
-9.1%
+476.3%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.6% | -7.7% | -7.5% |
| 7D | +9.3% | +5.6% | +3.7% | +5.7% |
| 30D | -23.1% | +20.8% | -43.9% | -32.5% |
| 3M | -30.6% | +11.4% | -42.0% | -36.6% |
| 6M | -46.9% | +0.9% | -47.8% | -49.1% |
| YTD | +25.3% | -24.8% | +50.1% | +53.0% |
| 1Y | +59.8% | -46.4% | +106.3% | +186.2% |
| 3Y | +467.2% | -9.2% | +476.4% | +722.9% |
| All | +467.2% | -9.1% | +476.3% | +722.9% |
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