+192.7%
HUT vs AMBA
+11.5%
+181.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | +6.1% | +8.5% | +11.3% |
| 7D | -11.4% | -7.2% | -4.1% | -7.2% |
| 30D | -41.0% | -10.4% | -30.7% | -36.8% |
| 3M | -41.9% | -30.1% | -11.8% | -30.1% |
| 6M | -51.7% | -22.4% | -29.2% | -48.8% |
| YTD | +14.6% | -17.3% | +32.0% | +16.9% |
| 1Y | +21.4% | -35.4% | +56.8% | +39.3% |
| 3Y | +359.8% | +18.6% | +341.2% | +261.2% |
| 5Y | -27.5% | -69.8% | +42.3% | +3.2% |
| All | +192.7% | +11.5% | +181.2% | +142.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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