+1.7%
HUT vs FICO
-57.1%
+58.9%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | -3.2% | -20.0% | -24.1% |
| 7D | -29.5% | +0.4% | -30.0% | -29.5% |
| 30D | -45.2% | +1.7% | -46.8% | -44.6% |
| 3M | -51.6% | -33.0% | -18.6% | -57.0% |
| 6M | -37.3% | -33.9% | -3.5% | -45.5% |
| YTD | +6.5% | -58.5% | +65.1% | -14.0% |
| 1Y | +1.7% | -56.4% | +58.1% | -17.4% |
| All | +1.7% | -57.1% | +58.9% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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