+244.6%
HUT vs AEE
+170.5%
+74.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.5% |
| 7D | +34.9% | +0.6% | +34.2% | +34.7% |
| 30D | -25.9% | +8.8% | -34.7% | -27.4% |
| 3M | -31.7% | +5.1% | -36.8% | -32.6% |
| 6M | -42.2% | +5.2% | -47.4% | -43.2% |
| YTD | +34.9% | +16.1% | +18.8% | +29.4% |
| 1Y | +48.5% | +10.4% | +38.1% | +44.3% |
| 3Y | +471.2% | +63.1% | +408.1% | +396.2% |
| 5Y | -18.9% | +55.6% | -74.5% | -28.3% |
| All | +244.6% | +170.5% | +74.1% | +239.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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