+215.7%
HUT vs FFIV
+107.1%
+108.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | -10.9% | -4.2% | -6.8% | -7.4% |
| 30D | -32.6% | -33.9% | +1.2% | -6.5% |
| 3M | -33.7% | -22.6% | -11.1% | -20.7% |
| 6M | -42.3% | -10.4% | -32.0% | -40.2% |
| YTD | +23.6% | +24.3% | -0.7% | -6.4% |
| 1Y | +20.4% | +31.8% | -11.4% | -13.9% |
| 3Y | +423.2% | +99.5% | +323.7% | +159.1% |
| 5Y | -19.4% | +40.7% | -60.2% | -45.3% |
| All | +215.7% | +107.1% | +108.6% | +49.5% |
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