+217.0%
HUT vs AMT
+70.2%
+146.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.1% | +8.2% | +8.3% |
| 7D | +3.7% | +0.4% | +3.3% | +2.7% |
| 30D | -32.3% | +3.7% | -36.0% | -34.3% |
| 3M | -35.6% | +10.7% | -46.4% | -39.4% |
| 6M | -42.1% | +9.3% | -51.3% | -46.3% |
| YTD | +24.1% | +10.9% | +13.2% | +13.9% |
| 1Y | +27.9% | +10.5% | +17.3% | +17.6% |
| 3Y | +409.1% | +15.5% | +393.6% | +303.2% |
| 5Y | -25.9% | -20.6% | -5.4% | -22.6% |
| All | +217.0% | +70.2% | +146.9% | +242.6% |
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