+359.8%
HUT vs ALM
+825.4%
-465.5%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | +2.1% | +12.4% | +14.1% |
| 7D | -11.4% | -6.7% | -4.7% | -10.1% |
| 30D | -41.0% | -32.9% | -8.1% | -35.9% |
| 3M | -41.9% | -39.5% | -2.4% | -35.8% |
| 6M | -51.7% | -62.0% | +10.3% | -42.7% |
| YTD | +14.6% | -7.8% | +22.4% | +26.9% |
| 1Y | +21.4% | +26.7% | -5.3% | +32.3% |
| 3Y | +359.8% | +825.4% | -465.5% | +525.4% |
| All | +359.8% | +825.4% | -465.5% | +525.4% |
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