+21.4%
HUT vs AMDL
+62.4%
-41.0%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | +22.3% | -7.7% | +4.9% |
| 7D | -11.4% | -26.2% | +14.8% | -3.0% |
| 30D | -41.0% | -57.1% | +16.0% | -19.0% |
| 3M | -41.9% | -29.8% | -12.1% | -36.6% |
| 6M | -51.7% | -22.2% | -29.5% | -55.7% |
| YTD | +14.6% | +142.1% | -127.5% | -46.2% |
| 1Y | +21.4% | +85.8% | -64.4% | -37.0% |
| All | +21.4% | +62.4% | -41.0% | -37.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling