+244.6%
HUT vs FDS
+74.3%
+170.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.8% |
| 7D | +34.9% | -2.6% | +37.4% | +35.7% |
| 30D | -25.9% | +14.1% | -39.9% | -29.8% |
| 3M | -31.7% | +19.8% | -51.5% | -37.3% |
| 6M | -42.2% | +55.0% | -97.2% | -54.8% |
| YTD | +34.9% | +15.9% | +19.0% | +19.4% |
| 1Y | +48.5% | +24.2% | +24.3% | +25.6% |
| 3Y | +471.2% | -24.0% | +495.2% | +529.9% |
| 5Y | -18.9% | -23.3% | +4.5% | -10.0% |
| All | +244.6% | +74.3% | +170.3% | +194.3% |
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