+467.2%
HUT vs FDS
-23.3%
+490.5%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.3% | -7.4% | -7.0% |
| 7D | +9.3% | +1.5% | +7.9% | +9.6% |
| 30D | -23.1% | +14.8% | -37.9% | -21.3% |
| 3M | -30.6% | +16.3% | -46.9% | -28.4% |
| 6M | -46.9% | +66.2% | -113.1% | -46.8% |
| YTD | +25.3% | +16.2% | +9.1% | +36.1% |
| 1Y | +59.8% | +21.8% | +38.0% | +70.7% |
| 3Y | +467.2% | -23.9% | +491.1% | +652.6% |
| All | +467.2% | -23.3% | +490.5% | +652.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling