+1.7%
HUT vs ADSK
-10.6%
+12.4%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | +7.0% | -30.3% | -19.3% |
| 7D | -29.5% | +11.4% | -41.0% | -24.3% |
| 30D | -45.2% | +21.9% | -67.1% | -38.8% |
| 3M | -51.6% | +13.9% | -65.5% | -46.5% |
| 6M | -37.3% | +9.1% | -46.4% | -27.9% |
| YTD | +6.5% | -8.8% | +15.3% | +27.7% |
| 1Y | +1.7% | -10.2% | +12.0% | +24.2% |
| All | +1.7% | -10.6% | +12.4% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 1y: compounded portfolio wealth divided by compounded ADSK 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…
1y analysis · Full analysis span regression · 6 months rolling