+141.6%
HUT vs AFRM
-25.4%
+167.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +2.9% | +4.7% | +6.2% |
| 7D | +24.8% | -10.3% | +35.0% | +31.3% |
| 30D | -28.4% | -13.7% | -14.6% | -23.7% |
| 3M | -31.2% | -11.6% | -19.7% | -28.8% |
| 6M | -40.2% | +2.1% | -42.3% | -42.8% |
| YTD | +32.9% | -8.9% | +41.8% | +32.7% |
| 1Y | +39.1% | -9.7% | +48.8% | +39.7% |
| 3Y | +462.8% | +202.5% | +260.3% | +193.3% |
| 5Y | -13.9% | -55.3% | +41.4% | -31.5% |
| All | +141.6% | -25.4% | +167.0% | +52.1% |
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 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