-33.8%
HUT vs FDX
+72.6%
-106.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | -2.7% | +17.3% | +16.7% |
| 7D | -11.4% | -1.6% | -9.7% | -11.4% |
| 30D | -41.0% | +6.6% | -47.6% | -45.0% |
| 3M | -41.9% | -2.1% | -39.9% | -42.8% |
| 6M | -51.7% | +2.2% | -53.8% | -54.6% |
| YTD | +14.6% | +33.9% | -19.3% | -14.1% |
| 1Y | +21.4% | +50.2% | -28.8% | -17.6% |
| 3Y | +359.8% | +65.5% | +294.3% | +167.1% |
| All | -33.8% | +72.6% | -106.4% | -62.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling