+453.2%
HUT vs AGG
+16.9%
+436.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.1% | +6.5% | +6.5% |
| 7D | +28.3% | +0.1% | +28.1% | +28.0% |
| 30D | +12.3% | -0.4% | +12.7% | +13.1% |
| 3M | -16.8% | -0.3% | -16.5% | -16.3% |
| 6M | +111.4% | -1.2% | +112.6% | +117.8% |
| YTD | +116.6% | -0.4% | +116.9% | +119.9% |
| 1Y | +290.5% | +0.4% | +290.1% | +291.3% |
| 3Y | +792.3% | +13.4% | +778.9% | +616.7% |
| 5Y | +94.1% | -1.4% | +95.6% | +91.8% |
| All | +453.2% | +16.9% | +436.3% | +313.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling