+215.7%
HUT vs AME
+229.2%
-13.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.5% | -0.5% |
| 7D | -10.9% | -4.1% | -6.8% | -5.2% |
| 30D | -32.6% | -4.1% | -28.5% | -27.5% |
| 3M | -33.7% | -5.6% | -28.1% | -27.0% |
| 6M | -42.3% | +2.8% | -45.2% | -42.0% |
| YTD | +23.6% | +16.6% | +7.0% | +12.6% |
| 1Y | +20.4% | +21.1% | -0.7% | +5.8% |
| 3Y | +423.2% | +61.1% | +362.1% | +247.6% |
| 5Y | -19.4% | +76.6% | -96.0% | -48.3% |
| All | +215.7% | +229.2% | -13.6% | +39.7% |
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