+217.0%
HUT vs FDS
+71.6%
+145.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.4% | +8.7% | +8.4% |
| 7D | +3.7% | -5.0% | +8.6% | +4.6% |
| 30D | -32.3% | +13.8% | -46.1% | -35.9% |
| 3M | -35.6% | +14.8% | -50.5% | -40.1% |
| 6M | -42.1% | +47.4% | -89.5% | -53.7% |
| YTD | +24.1% | +14.2% | +10.0% | +10.3% |
| 1Y | +27.9% | +26.6% | +1.2% | +6.2% |
| 3Y | +409.1% | -24.4% | +433.5% | +459.8% |
| 5Y | -25.9% | -22.6% | -3.3% | -18.3% |
| All | +217.0% | +71.6% | +145.4% | +171.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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