+86.3%
HUT vs FDS
-17.4%
+103.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.5% | +9.7% | +7.3% |
| 7D | +17.8% | -1.9% | +19.7% | +18.4% |
| 30D | +0.8% | +9.0% | -8.2% | -2.6% |
| 3M | -26.8% | +18.9% | -45.6% | -33.9% |
| 6M | +72.6% | +35.1% | +37.4% | +40.4% |
| YTD | +103.6% | +5.5% | +98.1% | +95.2% |
| 1Y | +265.3% | -16.8% | +282.1% | +321.3% |
| 3Y | +689.4% | -28.1% | +717.5% | +877.8% |
| All | +86.3% | -17.4% | +103.7% | +179.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling