+215.7%
HUT vs AMT
+71.4%
+144.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.2% | -0.7% |
| 7D | -10.9% | +1.6% | -12.6% | -12.2% |
| 30D | -32.6% | +4.5% | -37.1% | -34.8% |
| 3M | -33.7% | +13.8% | -47.5% | -38.4% |
| 6M | -42.3% | +10.0% | -52.4% | -46.7% |
| YTD | +23.6% | +11.8% | +11.8% | +13.1% |
| 1Y | +20.4% | +10.2% | +10.1% | +10.9% |
| 3Y | +423.2% | +15.1% | +408.1% | +316.5% |
| 5Y | -19.4% | -18.8% | -0.6% | -16.7% |
| All | +215.7% | +71.4% | +144.2% | +240.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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