+420.1%
HUT vs FCUV
-97.4%
+517.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -13.7% | +19.9% | +6.5% |
| 7D | +17.8% | +62.8% | -45.1% | +16.3% |
| 30D | +0.8% | +66.5% | -65.7% | -0.9% |
| 3M | -26.8% | +459.9% | -486.7% | -35.6% |
| 6M | +72.6% | -12.4% | +84.9% | +60.5% |
| YTD | +103.6% | -47.5% | +151.2% | +94.1% |
| 1Y | +265.3% | -80.5% | +345.8% | +260.1% |
| 3Y | +689.4% | -97.6% | +787.0% | +686.3% |
| 5Y | +75.3% | -99.5% | +174.9% | +83.1% |
| All | +420.1% | -97.4% | +517.6% | +345.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling