-33.8%
HUT vs ALM
+396.4%
-430.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | +2.1% | +12.4% | +14.3% |
| 7D | -11.4% | -6.7% | -4.7% | -10.4% |
| 30D | -41.0% | -32.9% | -8.1% | -37.4% |
| 3M | -41.9% | -39.5% | -2.4% | -37.5% |
| 6M | -51.7% | -62.0% | +10.3% | -45.3% |
| YTD | +14.6% | -7.8% | +22.4% | +23.5% |
| 1Y | +21.4% | +26.7% | -5.3% | +29.4% |
| 3Y | +359.8% | +825.4% | -465.5% | +403.9% |
| All | -33.8% | +396.4% | -430.2% | -30.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling