+70.6%
HUT vs ALHC
-59.6%
+130.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.3% | +7.3% | +7.5% |
| 7D | +24.8% | -5.5% | +30.3% | +26.0% |
| 30D | -28.4% | -4.9% | -23.4% | -28.0% |
| 3M | -31.2% | -41.7% | +10.5% | -24.9% |
| 6M | -40.2% | -55.2% | +14.9% | -33.4% |
| YTD | +32.9% | -61.1% | +94.0% | +51.7% |
| 1Y | +39.1% | -53.3% | +92.4% | +51.3% |
| 3Y | +462.8% | +28.2% | +434.6% | +298.7% |
| 5Y | -13.9% | -65.8% | +51.9% | -22.8% |
| All | +70.6% | -59.6% | +130.2% | +26.6% |
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