+220.1%
HUT vs AME
+234.5%
-14.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.4% | -7.6% | -7.6% |
| 7D | +9.3% | +5.9% | +3.5% | +2.8% |
| 30D | -23.1% | -1.9% | -21.2% | -19.4% |
| 3M | -30.6% | -5.4% | -25.2% | -23.9% |
| 6M | -46.9% | +4.9% | -51.8% | -47.6% |
| YTD | +25.3% | +18.5% | +6.9% | +12.2% |
| 1Y | +59.8% | +25.5% | +34.4% | +35.1% |
| 3Y | +467.2% | +63.0% | +404.2% | +271.8% |
| 5Y | -24.6% | +78.3% | -103.0% | -52.3% |
| All | +220.1% | +234.5% | -14.4% | +39.2% |
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