+217.0%
HUT vs FICO
+305.2%
-88.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.7% | +5.6% | +7.3% |
| 7D | +3.7% | -0.1% | +3.7% | +4.0% |
| 30D | -32.3% | +8.4% | -40.8% | -35.0% |
| 3M | -35.6% | -30.5% | -5.1% | -30.1% |
| 6M | -42.1% | -35.7% | -6.4% | -38.9% |
| YTD | +24.1% | -57.2% | +81.3% | +54.2% |
| 1Y | +27.9% | -58.4% | +86.3% | +60.7% |
| 3Y | +409.1% | -24.8% | +433.9% | +318.0% |
| 5Y | -25.9% | +79.3% | -105.2% | -65.1% |
| All | +217.0% | +305.2% | -88.1% | +19.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling