+448.2%
HUT vs AFL
+215.1%
+233.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.7% | +8.1% | +8.5% |
| 7D | +5.4% | -1.6% | +7.1% | +6.3% |
| 30D | +8.6% | -4.0% | +12.7% | +10.7% |
| 3M | -15.2% | -0.5% | -14.7% | -15.8% |
| 6M | +92.9% | +6.5% | +86.4% | +82.7% |
| YTD | +114.6% | +6.2% | +108.5% | +101.3% |
| 1Y | +208.5% | +8.3% | +200.2% | +183.0% |
| 3Y | +821.5% | +62.5% | +759.0% | +544.2% |
| 5Y | +101.8% | +136.2% | -34.3% | +12.6% |
| All | +448.2% | +215.1% | +233.2% | +140.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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