-13.9%
HUT vs ALLE
+54.3%
-68.2%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.8% | +6.7% | +6.8% |
| 7D | +24.8% | -0.8% | +25.6% | +25.9% |
| 30D | -28.4% | +27.4% | -55.7% | -44.7% |
| 3M | -31.2% | +13.8% | -45.1% | -41.0% |
| 6M | -40.2% | +45.5% | -85.7% | -61.0% |
| YTD | +32.9% | +21.4% | +11.5% | +3.8% |
| 1Y | +39.1% | +15.4% | +23.7% | +14.8% |
| 3Y | +462.8% | +91.7% | +371.1% | +140.9% |
| 5Y | -13.9% | +54.5% | -68.4% | -56.6% |
| All | -13.9% | +54.3% | -68.2% | -56.6% |
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