+244.6%
HUT vs APD
+135.7%
+108.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.3% |
| 7D | +34.9% | +2.2% | +32.7% | +33.4% |
| 30D | -25.9% | +9.4% | -35.3% | -29.8% |
| 3M | -31.7% | +4.7% | -36.4% | -34.1% |
| 6M | -42.2% | +5.5% | -47.7% | -45.3% |
| YTD | +34.9% | +31.4% | +3.5% | +10.7% |
| 1Y | +48.5% | +24.1% | +24.4% | +25.6% |
| 3Y | +471.2% | +28.8% | +442.4% | +369.4% |
| 5Y | -18.9% | +15.8% | -34.6% | -31.5% |
| All | +244.6% | +135.7% | +108.8% | +137.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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