+683.8%
HUT vs AMDL
+119.6%
+564.2%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +14.3% | -6.8% | +2.0% |
| 7D | +24.8% | +18.5% | +6.3% | +11.8% |
| 30D | -28.4% | -24.2% | -4.1% | -24.1% |
| 3M | -31.2% | +11.5% | -42.7% | -38.3% |
| 6M | -40.2% | -1.0% | -39.2% | -48.3% |
| YTD | +32.9% | +260.3% | -227.3% | -35.4% |
| 1Y | +39.1% | +178.2% | -139.1% | -26.7% |
| All | +683.8% | +119.6% | +564.2% | +204.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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