+420.1%
HUT vs AFL
+220.4%
+199.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.0% | +7.2% | +6.7% |
| 7D | +17.8% | +0.6% | +17.2% | +17.4% |
| 30D | +0.8% | -6.2% | +7.0% | +4.1% |
| 3M | -26.8% | +2.2% | -29.0% | -28.6% |
| 6M | +72.6% | +5.3% | +67.3% | +64.7% |
| YTD | +103.6% | +8.0% | +95.7% | +89.4% |
| 1Y | +265.3% | +10.2% | +255.0% | +232.0% |
| 3Y | +689.4% | +67.1% | +622.3% | +443.3% |
| 5Y | +75.3% | +135.6% | -60.2% | -1.9% |
| All | +420.1% | +220.4% | +199.8% | +125.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling