+433.3%
HUT vs FDS
+46.7%
+386.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.4% | -0.2% | -2.4% |
| 7D | +18.9% | -8.8% | +27.7% | +22.5% |
| 30D | +12.0% | -1.4% | +13.3% | +11.7% |
| 3M | -14.9% | +13.9% | -28.7% | -22.5% |
| 6M | +96.8% | +27.4% | +69.4% | +64.6% |
| YTD | +108.8% | -2.5% | +111.3% | +99.3% |
| 1Y | +227.4% | -23.8% | +251.2% | +256.4% |
| 3Y | +760.3% | -32.5% | +792.8% | +888.4% |
| 5Y | +86.1% | -23.2% | +109.3% | +107.9% |
| All | +433.3% | +46.7% | +386.7% | +391.2% |
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