+108.3%
HUT vs AFRM
-25.1%
+133.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | -2.2% | +16.8% | +15.6% |
| 7D | -11.4% | -7.3% | -4.1% | -9.1% |
| 30D | -41.0% | -9.6% | -31.5% | -38.7% |
| 3M | -41.9% | -11.1% | -30.9% | -40.0% |
| 6M | -51.7% | +3.9% | -55.5% | -54.2% |
| YTD | +14.6% | -8.5% | +23.1% | +14.2% |
| 1Y | +21.4% | +3.3% | +18.1% | +14.1% |
| 3Y | +359.8% | +213.7% | +146.1% | +133.7% |
| 5Y | -27.5% | -58.5% | +31.0% | -41.4% |
| All | +108.3% | -25.1% | +133.4% | +30.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling