+192.7%
HUT vs ALLY
+74.2%
+118.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | -1.7% | +16.3% | +15.8% |
| 7D | -11.4% | +0.9% | -12.3% | -13.2% |
| 30D | -41.0% | +3.1% | -44.1% | -43.1% |
| 3M | -41.9% | -12.6% | -29.4% | -37.3% |
| 6M | -51.7% | -12.4% | -39.2% | -48.1% |
| YTD | +14.6% | -13.2% | +27.8% | +24.7% |
| 1Y | +21.4% | +1.8% | +19.6% | +19.0% |
| 3Y | +359.8% | +58.0% | +301.9% | +248.5% |
| 5Y | -27.5% | -8.4% | -19.1% | -22.4% |
| All | +192.7% | +74.2% | +118.5% | +98.4% |
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