+1.7%
HUT vs AGG
-0.5%
+2.2%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | +0.5% | -23.7% | -24.7% |
| 7D | -29.5% | +0.5% | -30.1% | -31.2% |
| 30D | -45.2% | +2.4% | -47.6% | -51.5% |
| 3M | -51.6% | -1.0% | -50.7% | -48.2% |
| 6M | -37.3% | -0.9% | -36.4% | -31.7% |
| YTD | +6.5% | -0.9% | +7.4% | +20.6% |
| 1Y | +1.7% | -0.5% | +2.2% | +13.0% |
| All | +1.7% | -0.5% | +2.2% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 1y: compounded portfolio wealth divided by compounded AGG 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…
1y analysis · Full analysis span regression · 6 months rolling