+192.7%
HUT vs ALK
-36.7%
+229.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | +0.6% | +14.0% | +14.2% |
| 7D | -11.4% | +9.0% | -20.4% | -17.9% |
| 30D | -41.0% | -1.6% | -39.4% | -42.1% |
| 3M | -41.9% | -23.2% | -18.7% | -34.4% |
| 6M | -51.7% | -3.9% | -47.8% | -52.8% |
| YTD | +14.6% | -22.6% | +37.2% | +27.6% |
| 1Y | +21.4% | -5.3% | +26.7% | +20.7% |
| 3Y | +359.8% | +18.6% | +341.3% | +294.9% |
| 5Y | -27.5% | -34.4% | +6.9% | -14.7% |
| All | +192.7% | -36.7% | +229.5% | +208.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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