+59.8%
HUT vs FFIV
+28.7%
+31.1%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -2.7% | -4.4% | -5.7% |
| 7D | +9.3% | -0.5% | +9.9% | +9.9% |
| 30D | -23.1% | -32.4% | +9.3% | -8.8% |
| 3M | -30.6% | -25.7% | -4.9% | -21.5% |
| 6M | -46.9% | -13.5% | -33.3% | -44.9% |
| YTD | +25.3% | +21.1% | +4.2% | -0.2% |
| 1Y | +59.8% | +29.4% | +30.4% | +20.9% |
| All | +59.8% | +28.7% | +31.1% | +20.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling