+403.8%
HUT vs AMP
+315.4%
+88.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.3% | -5.8% | -5.8% |
| 7D | +2.8% | -2.0% | +4.9% | +4.5% |
| 30D | +2.1% | -1.7% | +3.7% | +2.9% |
| 3M | -14.3% | +23.2% | -37.5% | -29.0% |
| 6M | +84.2% | +22.2% | +62.1% | +53.8% |
| YTD | +97.2% | +14.0% | +83.2% | +73.1% |
| 1Y | +192.7% | +14.0% | +178.7% | +158.4% |
| 3Y | +712.6% | +67.0% | +645.6% | +454.1% |
| 5Y | +85.5% | +123.2% | -37.8% | +11.5% |
| All | +403.8% | +315.4% | +88.3% | +91.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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