-51.7%
HUT vs FDS
+53.0%
-104.7%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | -3.7% | +18.3% | +11.6% |
| 7D | -11.4% | -0.5% | -10.9% | -10.5% |
| 30D | -41.0% | +20.2% | -61.2% | -31.9% |
| 3M | -41.9% | +19.9% | -61.8% | -31.7% |
| 6M | -51.7% | +56.2% | -107.8% | -38.1% |
| All | -51.7% | +53.0% | -104.7% | -38.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling