+217.0%
HUT vs AG
+181.5%
+35.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +4.7% | +3.6% | +6.5% |
| 7D | +3.7% | +10.8% | -7.2% | -1.4% |
| 30D | -32.3% | -8.2% | -24.2% | -30.5% |
| 3M | -35.6% | -13.7% | -22.0% | -32.4% |
| 6M | -42.1% | -27.3% | -14.8% | -35.9% |
| YTD | +24.1% | -4.6% | +28.7% | +24.6% |
| 1Y | +27.9% | +39.4% | -11.5% | +12.8% |
| 3Y | +409.1% | +244.1% | +165.0% | +196.5% |
| 5Y | -25.9% | +16.8% | -42.7% | -40.3% |
| All | +217.0% | +181.5% | +35.5% | +116.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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