+192.7%
HUT vs FFIV
+102.8%
+89.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | -0.3% | +14.9% | +14.8% |
| 7D | -11.4% | -8.1% | -3.2% | -4.3% |
| 30D | -41.0% | -33.4% | -7.7% | -18.7% |
| 3M | -41.9% | -24.7% | -17.2% | -29.0% |
| 6M | -51.7% | -8.8% | -42.8% | -50.9% |
| YTD | +14.6% | +21.8% | -7.2% | -11.8% |
| 1Y | +21.4% | +25.3% | -3.9% | -9.3% |
| 3Y | +359.8% | +101.2% | +258.7% | +125.3% |
| 5Y | -27.5% | +40.2% | -67.7% | -50.5% |
| All | +192.7% | +102.8% | +89.9% | +40.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling