+510.6%
HUT vs ALM
+836.8%
-326.2%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.5% | +8.0% | +2.9% |
| 7D | +34.9% | -4.0% | +38.9% | +36.0% |
| 30D | -25.9% | -30.5% | +4.6% | -20.1% |
| 3M | -31.7% | -46.9% | +15.2% | -22.6% |
| 6M | -42.2% | -65.5% | +23.3% | -30.5% |
| YTD | +34.9% | -13.4% | +48.3% | +51.3% |
| 1Y | +48.5% | +9.8% | +38.7% | +64.5% |
| All | +510.6% | +836.8% | -326.2% | +849.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling