+217.0%
HUT vs FDX
+89.8%
+127.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.5% | +4.8% | +6.0% |
| 7D | +3.7% | +0.2% | +3.5% | +2.6% |
| 30D | -32.3% | +9.3% | -41.6% | -37.1% |
| 3M | -35.6% | +0.5% | -36.1% | -37.4% |
| 6M | -42.1% | +5.3% | -47.4% | -45.9% |
| YTD | +24.1% | +38.6% | -14.5% | -3.7% |
| 1Y | +27.9% | +53.5% | -25.7% | -7.8% |
| 3Y | +409.1% | +74.2% | +334.9% | +225.7% |
| 5Y | -25.9% | +75.3% | -101.2% | -52.5% |
| All | +217.0% | +89.8% | +127.3% | +43.4% |
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