+420.1%
HUT vs FDX
+91.2%
+328.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.6% | +6.7% | +6.6% |
| 7D | +17.8% | -2.5% | +20.3% | +19.9% |
| 30D | +0.8% | +3.8% | -3.0% | -2.4% |
| 3M | -26.8% | -1.3% | -25.5% | -27.1% |
| 6M | +72.6% | +5.0% | +67.5% | +65.4% |
| YTD | +103.6% | +39.6% | +64.0% | +60.0% |
| 1Y | +265.3% | +81.1% | +184.1% | +139.1% |
| 3Y | +689.4% | +63.0% | +626.4% | +439.5% |
| 5Y | +75.3% | +65.6% | +9.7% | +17.2% |
| All | +420.1% | +91.2% | +328.9% | +138.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling