+453.2%
HUT vs FDX
+86.2%
+367.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -2.6% | +9.0% | +8.2% |
| 7D | +28.3% | -3.3% | +31.6% | +31.1% |
| 30D | +12.3% | -1.4% | +13.7% | +12.5% |
| 3M | -16.8% | -4.5% | -12.3% | -15.3% |
| 6M | +111.4% | +9.4% | +102.0% | +96.3% |
| YTD | +116.6% | +36.0% | +80.6% | +73.1% |
| 1Y | +290.5% | +75.5% | +215.0% | +161.0% |
| 3Y | +792.3% | +62.8% | +729.5% | +509.3% |
| 5Y | +94.1% | +64.4% | +29.7% | +30.4% |
| All | +453.2% | +86.2% | +367.0% | +157.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 10y: compounded portfolio wealth divided by compounded FDX 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…
10y analysis · Full analysis span regression · 6 months rolling