+720.6%
HUT vs FDS
-27.9%
+748.5%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.5% | +9.7% | +5.9% |
| 7D | +17.8% | -1.9% | +19.7% | +17.6% |
| 30D | +0.8% | +9.0% | -8.2% | +1.5% |
| 3M | -26.8% | +18.9% | -45.6% | -26.6% |
| 6M | +72.6% | +35.1% | +37.4% | +69.2% |
| YTD | +103.6% | +5.5% | +98.1% | +114.9% |
| 1Y | +265.3% | -16.8% | +282.1% | +325.6% |
| All | +720.6% | -27.9% | +748.5% | +863.6% |
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