+215.7%
HUT vs ALLY
+71.9%
+143.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +1.1% |
| 7D | -10.9% | -0.7% | -10.3% | -11.4% |
| 30D | -32.6% | +1.1% | -33.8% | -34.0% |
| 3M | -33.7% | -13.2% | -20.5% | -28.1% |
| 6M | -42.3% | -13.5% | -28.9% | -37.6% |
| YTD | +23.6% | -14.3% | +37.9% | +35.8% |
| 1Y | +20.4% | -1.1% | +21.5% | +20.4% |
| 3Y | +423.2% | +62.0% | +361.2% | +290.7% |
| 5Y | -19.4% | -9.6% | -9.8% | -12.9% |
| All | +215.7% | +71.9% | +143.7% | +116.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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