+125.6%
HUT vs AFRM
-25.2%
+150.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.1% | +8.4% | +8.4% |
| 7D | +3.7% | -7.5% | +11.2% | +6.4% |
| 30D | -32.3% | -15.7% | -16.6% | -27.2% |
| 3M | -35.6% | -9.6% | -26.0% | -34.1% |
| 6M | -42.1% | +6.3% | -48.4% | -45.6% |
| YTD | +24.1% | -8.6% | +32.7% | +23.7% |
| 1Y | +27.9% | -7.6% | +35.5% | +27.1% |
| 3Y | +409.1% | +173.7% | +235.5% | +177.0% |
| 5Y | -25.9% | -56.9% | +30.9% | -40.7% |
| All | +125.6% | -25.2% | +150.8% | +41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 AFRM 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