+104.6%
HUT vs FANG
+232.6%
-128.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.2% | +9.0% | +8.9% |
| 7D | +5.4% | +2.9% | +2.5% | +3.8% |
| 30D | +8.6% | +2.6% | +6.0% | +6.9% |
| 3M | -15.2% | +7.6% | -22.8% | -19.1% |
| 6M | +92.9% | +17.3% | +75.6% | +70.2% |
| YTD | +114.6% | +38.7% | +76.0% | +70.0% |
| 1Y | +208.5% | +51.6% | +156.9% | +131.3% |
| 3Y | +821.5% | +50.0% | +771.5% | +579.6% |
| All | +104.6% | +232.6% | -128.0% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 5y: compounded portfolio wealth divided by compounded FANG 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…
5y analysis · Full analysis span regression · 6 months rolling