+448.2%
HUT vs AMCR
+17.7%
+430.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.6% | +10.4% | +9.8% |
| 7D | +5.4% | -6.3% | +11.7% | +9.7% |
| 30D | +8.6% | -7.8% | +16.4% | +13.8% |
| 3M | -15.2% | +7.5% | -22.8% | -21.8% |
| 6M | +92.9% | +2.7% | +90.2% | +85.5% |
| YTD | +114.6% | +6.0% | +108.6% | +100.4% |
| 1Y | +208.5% | +7.8% | +200.7% | +182.9% |
| 3Y | +821.5% | +5.8% | +815.7% | +718.5% |
| 5Y | +101.8% | -11.6% | +113.5% | +111.7% |
| All | +448.2% | +17.7% | +430.5% | +318.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling