+467.2%
HUT vs AG
+195.3%
+271.9%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -2.4% | -4.7% | -6.1% |
| 7D | +9.3% | -10.0% | +19.3% | +14.0% |
| 30D | -23.1% | -10.5% | -12.6% | -20.2% |
| 3M | -30.6% | -27.3% | -3.3% | -21.7% |
| 6M | -46.9% | -43.0% | -3.9% | -34.8% |
| YTD | +25.3% | -17.9% | +43.2% | +35.9% |
| 1Y | +59.8% | +11.9% | +47.9% | +57.9% |
| 3Y | +467.2% | +201.8% | +265.4% | +319.7% |
| All | +467.2% | +195.3% | +271.9% | +319.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling