-21.3%
HUT vs ALLE
+51.6%
-72.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.0% | -8.1% | -8.0% |
| 7D | +9.3% | +3.6% | +5.8% | +6.1% |
| 30D | -23.1% | +25.9% | -49.0% | -39.9% |
| 3M | -30.6% | +15.8% | -46.4% | -41.3% |
| 6M | -46.9% | +48.1% | -94.9% | -65.8% |
| YTD | +25.3% | +22.0% | +3.4% | -2.5% |
| 1Y | +59.8% | +18.0% | +41.8% | +28.5% |
| 3Y | +467.2% | +93.1% | +374.1% | +141.9% |
| All | -21.3% | +51.6% | -72.9% | -62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 5y: compounded portfolio wealth divided by compounded ALLE 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…
5y analysis · Full analysis span regression · 6 months rolling