+503.7%
HUT vs AMRZ
-19.2%
+522.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.3% | -1.3% | -1.9% |
| 7D | +18.9% | -4.7% | +23.5% | +22.7% |
| 30D | +12.0% | -11.3% | +23.3% | +21.1% |
| 3M | -14.9% | -22.1% | +7.2% | +0.6% |
| 6M | +96.8% | -29.6% | +126.4% | +152.3% |
| YTD | +108.8% | -23.3% | +132.1% | +159.0% |
| 1Y | +227.4% | -23.7% | +251.1% | +286.6% |
| All | +503.7% | -19.2% | +522.9% | +592.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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