+217.0%
HUT vs ALM
+839.8%
-622.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +8.1% | +0.2% | +7.6% |
| 7D | +3.7% | +0.7% | +2.9% | +3.6% |
| 30D | -32.3% | -26.1% | -6.3% | -30.5% |
| 3M | -35.6% | -38.1% | +2.5% | -33.0% |
| 6M | -42.1% | -55.4% | +13.3% | -38.5% |
| YTD | +24.1% | -0.4% | +24.5% | +29.1% |
| 1Y | +27.9% | +25.4% | +2.5% | +32.4% |
| 3Y | +409.1% | +907.8% | -498.6% | +431.2% |
| 5Y | -25.9% | +440.2% | -466.1% | -22.4% |
| All | +217.0% | +839.8% | -622.7% | +232.7% |
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