+717.0%
HUT vs FFIV
+140.3%
+576.7%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.4% | +6.6% | +6.6% |
| 7D | +17.8% | -1.0% | +18.7% | +18.5% |
| 30D | +0.8% | -5.1% | +5.9% | +4.9% |
| 3M | -26.8% | -4.5% | -22.3% | -24.3% |
| 6M | +72.6% | +36.5% | +36.1% | +26.0% |
| YTD | +103.6% | +53.0% | +50.7% | +32.9% |
| 1Y | +265.3% | +24.2% | +241.1% | +189.6% |
| All | +717.0% | +140.3% | +576.7% | +284.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling