+359.8%
HUT vs ALC
+2.3%
+357.6%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | -2.1% | +16.7% | +14.5% |
| 7D | -11.4% | +4.9% | -16.2% | -11.4% |
| 30D | -41.0% | +19.0% | -60.0% | -41.8% |
| 3M | -41.9% | +7.8% | -49.7% | -42.2% |
| 6M | -51.7% | +14.6% | -66.2% | -52.7% |
| YTD | +14.6% | -4.4% | +19.1% | +18.1% |
| 1Y | +21.4% | +1.4% | +20.0% | +21.5% |
| 3Y | +359.8% | +2.5% | +357.3% | +394.8% |
| All | +359.8% | +2.3% | +357.6% | +394.8% |
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