+220.1%
HUT vs AMP
+291.1%
-71.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.2% | -8.3% | -8.0% |
| 7D | +9.3% | +3.9% | +5.4% | +6.2% |
| 30D | -23.1% | +5.1% | -28.2% | -27.2% |
| 3M | -30.6% | -8.7% | -21.9% | -27.4% |
| 6M | -46.9% | +11.4% | -58.3% | -53.6% |
| YTD | +25.3% | +7.3% | +18.0% | +12.7% |
| 1Y | +59.8% | +14.6% | +45.3% | +36.7% |
| 3Y | +467.2% | +61.2% | +406.0% | +287.5% |
| 5Y | -24.6% | +81.0% | -105.7% | -49.8% |
| All | +220.1% | +291.1% | -71.0% | +24.6% |
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