+1,257.6%
HUT vs ALC
+32.2%
+1,225.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.3% | +8.0% | +8.1% |
| 7D | +3.7% | +2.1% | +1.6% | +0.4% |
| 30D | -32.3% | +17.2% | -49.5% | -41.0% |
| 3M | -35.6% | +4.6% | -40.3% | -39.8% |
| 6M | -42.1% | +20.1% | -62.2% | -52.3% |
| YTD | +24.1% | -4.2% | +28.3% | +19.0% |
| 1Y | +27.9% | +2.1% | +25.8% | +15.0% |
| 3Y | +409.1% | +4.5% | +404.6% | +311.7% |
| 5Y | -25.9% | -12.3% | -13.6% | -26.7% |
| All | +1,257.6% | +32.2% | +1,225.4% | +823.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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