+215.7%
HUT vs ALB
+6.7%
+208.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.2% | +3.8% | +1.7% |
| 7D | -10.9% | +5.3% | -16.2% | -14.1% |
| 30D | -32.6% | -6.3% | -26.4% | -31.0% |
| 3M | -33.7% | -27.4% | -6.3% | -24.1% |
| 6M | -42.3% | -53.1% | +10.7% | -18.1% |
| YTD | +23.6% | -32.3% | +55.9% | +41.9% |
| 1Y | +20.4% | -7.3% | +27.7% | +16.4% |
| 3Y | +423.2% | -14.9% | +438.2% | +377.0% |
| 5Y | -19.4% | -62.0% | +42.6% | +12.2% |
| All | +215.7% | +6.7% | +208.9% | +254.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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