+510.6%
HUT vs ALHC
+25.0%
+485.6%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.5% | +4.0% | +1.6% |
| 7D | +34.9% | -0.8% | +35.7% | +34.9% |
| 30D | -25.9% | -9.6% | -16.2% | -25.7% |
| 3M | -31.7% | -44.5% | +12.8% | -30.4% |
| 6M | -42.2% | -59.2% | +16.9% | -40.5% |
| YTD | +34.9% | -62.0% | +96.9% | +38.7% |
| 1Y | +48.5% | -54.8% | +103.3% | +51.4% |
| All | +510.6% | +25.0% | +485.6% | +708.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling