+86.3%
HUT vs ACM
+5.0%
+81.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.4% | +6.6% | +6.6% |
| 7D | +17.8% | -3.7% | +21.5% | +22.3% |
| 30D | +0.8% | -11.1% | +12.0% | +10.0% |
| 3M | -26.8% | -8.0% | -18.8% | -24.0% |
| 6M | +72.6% | -29.7% | +102.2% | +139.9% |
| YTD | +103.6% | -29.4% | +133.0% | +172.5% |
| 1Y | +265.3% | -46.4% | +311.7% | +590.4% |
| 3Y | +689.4% | -22.3% | +711.8% | +821.2% |
| All | +86.3% | +5.0% | +81.4% | +65.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling