+59.3%
HUT vs ALHC
-61.8%
+121.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -1.0% | +9.3% | +8.5% |
| 7D | +3.7% | +3.9% | -0.2% | +2.2% |
| 30D | -32.3% | -3.6% | -28.7% | -32.2% |
| 3M | -35.6% | -49.4% | +13.8% | -27.6% |
| 6M | -42.1% | -59.5% | +17.4% | -34.1% |
| YTD | +24.1% | -63.2% | +87.3% | +43.2% |
| 1Y | +27.9% | -55.5% | +83.4% | +40.4% |
| 3Y | +409.1% | +23.0% | +386.1% | +262.6% |
| 5Y | -25.9% | -65.7% | +39.8% | -33.3% |
| All | +59.3% | -61.8% | +121.1% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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