+423.2%
HUT vs AFRM
+167.0%
+256.2%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.6% | +1.2% |
| 7D | -10.9% | -8.4% | -2.6% | -7.8% |
| 30D | -32.6% | -18.3% | -14.4% | -25.7% |
| 3M | -33.7% | -12.7% | -21.0% | -30.8% |
| 6M | -42.3% | +3.0% | -45.4% | -45.7% |
| YTD | +23.6% | -11.4% | +35.0% | +24.1% |
| 1Y | +20.4% | -13.3% | +33.7% | +22.5% |
| 3Y | +423.2% | +194.0% | +229.2% | +137.1% |
| All | +423.2% | +167.0% | +256.2% | +137.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling