+628.8%
HUT vs AMDL
+92.1%
+536.7%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.1% | -1.5% |
| 7D | -10.9% | +5.4% | -16.3% | -16.6% |
| 30D | -32.6% | -36.6% | +4.0% | -23.5% |
| 3M | -33.7% | -1.0% | -32.8% | -37.6% |
| 6M | -42.3% | -12.1% | -30.3% | -47.7% |
| YTD | +23.6% | +215.1% | -191.5% | -36.6% |
| 1Y | +20.4% | +130.4% | -110.0% | -31.8% |
| All | +628.8% | +92.1% | +536.7% | +198.2% |
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