+796.4%
HUT vs FCUV
-99.2%
+895.7%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -7.0% | +3.4% | -3.5% |
| 7D | +18.9% | -63.8% | +82.6% | +19.6% |
| 30D | +12.0% | -14.7% | +26.7% | +11.4% |
| 3M | -14.9% | +65.3% | -80.2% | -19.2% |
| 6M | +96.8% | -68.5% | +165.3% | +97.3% |
| YTD | +108.8% | -83.0% | +191.8% | +117.5% |
| 1Y | +227.4% | -94.4% | +321.8% | +257.4% |
| All | +796.4% | -99.2% | +895.7% | +960.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 3y: compounded portfolio wealth divided by compounded FCUV 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…
3y analysis · Full analysis span regression · 6 months rolling