+239.5%
HUT vs FFIV
+108.8%
+130.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.9% | +6.7% | +6.8% |
| 7D | +24.8% | -2.9% | +27.7% | +28.2% |
| 30D | -28.4% | -32.4% | +4.0% | -2.4% |
| 3M | -31.2% | -22.7% | -8.5% | -17.6% |
| 6M | -40.2% | -10.7% | -29.6% | -37.8% |
| YTD | +32.9% | +25.4% | +7.5% | 0.0% |
| 1Y | +39.1% | +34.2% | +4.9% | -2.1% |
| 3Y | +462.8% | +101.2% | +361.6% | +176.8% |
| 5Y | -13.9% | +42.0% | -55.8% | -42.0% |
| All | +239.5% | +108.8% | +130.7% | +59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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