+403.8%
HUT vs AEE
+150.1%
+253.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.2% | -4.3% | -5.3% |
| 7D | +2.8% | -0.7% | +3.5% | +3.0% |
| 30D | +2.1% | -2.0% | +4.0% | +2.6% |
| 3M | -14.3% | -2.8% | -11.4% | -13.8% |
| 6M | +84.2% | -3.6% | +87.8% | +84.9% |
| YTD | +97.2% | +7.3% | +89.9% | +92.8% |
| 1Y | +192.7% | +8.7% | +184.0% | +184.9% |
| 3Y | +712.6% | +46.0% | +666.5% | +625.4% |
| 5Y | +85.5% | +39.8% | +45.7% | +68.0% |
| All | +403.8% | +150.1% | +253.7% | +406.2% |
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