+107.2%
HUT vs FGI
-70.0%
+177.2%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -10.9% | -4.1% | -6.9% | -10.7% |
| 30D | -32.6% | -3.4% | -29.3% | -32.5% |
| 3M | -33.7% | +61.8% | -95.5% | -37.6% |
| 6M | -42.3% | +17.0% | -59.4% | -44.9% |
| YTD | +23.6% | +31.4% | -7.8% | +11.8% |
| 1Y | +20.4% | +42.7% | -22.3% | +7.9% |
| 3Y | +423.2% | -0.1% | +423.4% | +338.8% |
| All | +107.2% | -70.0% | +177.2% | +111.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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