+217.0%
HUT vs FE
+109.7%
+107.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.4% | +7.9% | +8.2% |
| 7D | +3.7% | -1.1% | +4.8% | +4.0% |
| 30D | -32.3% | +4.6% | -37.0% | -33.5% |
| 3M | -35.6% | -0.8% | -34.8% | -35.6% |
| 6M | -42.1% | +7.3% | -49.4% | -43.8% |
| YTD | +24.1% | +8.3% | +15.8% | +19.5% |
| 1Y | +27.9% | +5.7% | +22.2% | +24.4% |
| 3Y | +409.1% | +49.0% | +360.1% | +318.4% |
| 5Y | -25.9% | +49.2% | -75.1% | -38.3% |
| All | +217.0% | +109.7% | +107.3% | +238.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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