+192.7%
HUT vs FDS
+72.2%
+120.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | -3.7% | +18.3% | +15.6% |
| 7D | -11.4% | -0.5% | -10.9% | -11.9% |
| 30D | -41.0% | +20.2% | -61.2% | -45.3% |
| 3M | -41.9% | +19.9% | -61.8% | -46.8% |
| 6M | -51.7% | +56.2% | -107.8% | -62.6% |
| YTD | +14.6% | +14.6% | 0.0% | +1.7% |
| 1Y | +21.4% | +31.6% | -10.2% | -1.3% |
| 3Y | +359.8% | -23.8% | +383.6% | +403.8% |
| 5Y | -27.5% | -22.6% | -4.9% | -20.0% |
| All | +192.7% | +72.2% | +120.5% | +150.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling