+453.2%
HUT vs AME
+228.0%
+225.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | 0.0% | +6.3% | +6.3% |
| 7D | +28.3% | +2.8% | +25.5% | +24.8% |
| 30D | +12.3% | -6.3% | +18.6% | +20.4% |
| 3M | -16.8% | +5.4% | -22.2% | -21.3% |
| 6M | +111.4% | +7.4% | +103.9% | +100.5% |
| YTD | +116.6% | +16.2% | +100.4% | +91.3% |
| 1Y | +290.5% | +26.8% | +263.7% | +213.9% |
| 3Y | +792.3% | +57.5% | +734.8% | +486.0% |
| 5Y | +94.1% | +84.8% | +9.3% | +16.9% |
| All | +453.2% | +228.0% | +225.2% | +137.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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