+192.7%
HUT vs FICO
+294.4%
-101.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | -0.4% | +15.0% | +14.7% |
| 7D | -11.4% | -0.9% | -10.4% | -10.8% |
| 30D | -41.0% | +3.3% | -44.4% | -42.6% |
| 3M | -41.9% | -31.7% | -10.2% | -36.6% |
| 6M | -51.7% | -34.0% | -17.7% | -50.1% |
| YTD | +14.6% | -58.3% | +72.9% | +43.8% |
| 1Y | +21.4% | -57.9% | +79.3% | +50.6% |
| 3Y | +359.8% | -24.1% | +383.9% | +272.3% |
| 5Y | -27.5% | +85.3% | -112.8% | -66.7% |
| All | +192.7% | +294.4% | -101.7% | +11.3% |
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