+420.1%
HUT vs FFIV
+154.8%
+265.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -24.4% |
| 6M | +72.6% | +36.5% | +36.1% | +26.3% |
| YTD | +103.6% | +53.0% | +50.7% | +34.0% |
| 1Y | +265.3% | +24.2% | +241.1% | +187.7% |
| 3Y | +689.4% | +137.2% | +552.2% | +251.2% |
| 5Y | +75.3% | +91.8% | -16.4% | -4.0% |
| All | +420.1% | +154.8% | +265.3% | +113.9% |
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