+161.3%
HUT vs ALHC
-28.9%
+190.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | 0.0% | +6.2% | +6.2% |
| 7D | +17.8% | -0.6% | +18.4% | +17.9% |
| 30D | +0.8% | -1.0% | +1.9% | +0.8% |
| 3M | -26.8% | -10.2% | -16.6% | -27.5% |
| 6M | +72.6% | -28.3% | +100.8% | +78.0% |
| YTD | +103.6% | -31.4% | +135.1% | +111.4% |
| 1Y | +265.3% | -16.9% | +282.2% | +261.1% |
| 3Y | +689.4% | +135.5% | +553.9% | +392.3% |
| 5Y | +75.3% | -33.6% | +109.0% | +39.3% |
| All | +161.3% | -28.9% | +190.2% | +76.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling