+220.1%
HUT vs FE
+111.4%
+108.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.1% | -8.2% | -7.5% |
| 7D | +9.3% | +1.2% | +8.1% | +8.9% |
| 30D | -23.1% | +4.5% | -27.6% | -24.4% |
| 3M | -30.6% | +1.3% | -31.9% | -31.0% |
| 6M | -46.9% | +8.7% | -55.5% | -48.7% |
| YTD | +25.3% | +9.2% | +16.1% | +20.3% |
| 1Y | +59.8% | +7.0% | +52.9% | +54.7% |
| 3Y | +467.2% | +51.4% | +415.8% | +363.0% |
| 5Y | -24.6% | +47.7% | -72.3% | -37.0% |
| All | +220.1% | +111.4% | +108.7% | +241.2% |
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