+453.2%
HUT vs AMCR
+23.3%
+429.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.8% | +8.1% | +7.5% |
| 7D | +28.3% | -1.8% | +30.1% | +29.6% |
| 30D | +12.3% | -6.0% | +18.3% | +16.3% |
| 3M | -16.8% | +18.9% | -35.7% | -28.2% |
| 6M | +111.4% | +5.7% | +105.7% | +99.6% |
| YTD | +116.6% | +11.1% | +105.5% | +96.4% |
| 1Y | +290.5% | +14.4% | +276.0% | +244.7% |
| 3Y | +792.3% | +13.0% | +779.3% | +658.2% |
| 5Y | +94.1% | -7.5% | +101.7% | +97.8% |
| All | +453.2% | +23.3% | +429.9% | +310.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded AMCR 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling