+244.6%
HUT vs ALM
+717.1%
-472.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.5% | +8.0% | +2.1% |
| 7D | +34.9% | -4.0% | +38.9% | +35.4% |
| 30D | -25.9% | -30.5% | +4.6% | -23.4% |
| 3M | -31.7% | -46.9% | +15.2% | -27.9% |
| 6M | -42.2% | -65.5% | +23.3% | -37.5% |
| YTD | +34.9% | -13.4% | +48.3% | +42.0% |
| 1Y | +48.5% | +9.8% | +38.7% | +55.6% |
| 3Y | +471.2% | +783.1% | -311.9% | +503.2% |
| 5Y | -18.9% | +378.3% | -397.2% | -14.0% |
| All | +244.6% | +717.1% | -472.5% | +266.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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