+155.5%
HUT vs FICO
+296.0%
-140.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.9% | -7.0% | -6.4% |
| 7D | -30.8% | -0.3% | -30.6% | -30.6% |
| 30D | -50.2% | +1.7% | -51.9% | -51.2% |
| 3M | -50.5% | -35.2% | -15.3% | -44.7% |
| 6M | -42.9% | -33.7% | -9.3% | -41.2% |
| YTD | 0.0% | -58.2% | +58.2% | +25.3% |
| 1Y | -2.2% | -56.6% | +54.3% | +19.0% |
| 3Y | +289.4% | -24.0% | +313.4% | +215.5% |
| 5Y | -36.7% | +86.1% | -122.8% | -70.9% |
| All | +155.5% | +296.0% | -140.5% | -3.0% |
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