+86.3%
HUT vs ALM
+951.0%
-864.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.5% | +7.7% | +6.4% |
| 7D | +17.8% | -2.6% | +20.4% | +18.2% |
| 30D | +0.8% | +32.0% | -31.2% | -2.9% |
| 3M | -26.8% | -15.0% | -11.7% | -25.9% |
| 6M | +72.6% | -10.1% | +82.7% | +73.0% |
| YTD | +103.6% | +99.4% | +4.2% | +96.3% |
| 1Y | +265.3% | +316.4% | -51.1% | +247.4% |
| 3Y | +689.4% | +2,022.0% | -1,332.6% | +655.8% |
| All | +86.3% | +951.0% | -864.6% | +85.0% |
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 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