+244.6%
HUT vs AIG
+80.3%
+164.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.7% |
| 7D | +34.9% | +2.0% | +32.8% | +33.3% |
| 30D | -25.9% | +6.3% | -32.2% | -28.8% |
| 3M | -31.7% | +9.2% | -40.9% | -35.5% |
| 6M | -42.2% | +9.5% | -51.8% | -46.5% |
| YTD | +34.9% | -1.6% | +36.5% | +31.0% |
| 1Y | +48.5% | +8.5% | +40.0% | +36.0% |
| 3Y | +471.2% | +38.3% | +432.9% | +347.3% |
| 5Y | -18.9% | +59.0% | -77.9% | -39.7% |
| All | +244.6% | +80.3% | +164.3% | +112.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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