+270.2%
HUT vs AFRM
-20.4%
+290.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.6% | +8.8% | +7.5% |
| 7D | +17.8% | -7.0% | +24.7% | +21.6% |
| 30D | +0.8% | -7.8% | +8.6% | +3.6% |
| 3M | -26.8% | +5.3% | -32.1% | -29.9% |
| 6M | +72.6% | +42.6% | +29.9% | +41.8% |
| YTD | +103.6% | -2.8% | +106.4% | +99.5% |
| 1Y | +265.3% | -19.3% | +284.6% | +291.8% |
| 3Y | +689.4% | +231.0% | +458.4% | +287.8% |
| 5Y | +75.3% | -22.2% | +97.6% | +15.9% |
| All | +270.2% | -20.4% | +290.6% | +128.6% |
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