+720.6%
HUT vs ALC
-13.3%
+733.9%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.2% | +8.4% | +6.5% |
| 7D | +17.8% | -2.1% | +19.9% | +18.2% |
| 30D | +0.8% | -0.1% | +0.9% | +0.6% |
| 3M | -26.8% | +5.9% | -32.7% | -28.2% |
| 6M | +72.6% | -15.9% | +88.5% | +83.6% |
| YTD | +103.6% | -10.1% | +113.7% | +110.1% |
| 1Y | +265.3% | -10.2% | +275.5% | +274.9% |
| All | +720.6% | -13.3% | +733.9% | +805.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling