+220.1%
HUT vs FICO
+303.2%
-83.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.4% | -7.5% | -7.3% |
| 7D | +9.3% | +2.2% | +7.1% | +8.5% |
| 30D | -23.1% | +0.1% | -23.2% | -23.8% |
| 3M | -30.6% | -35.2% | +4.6% | -22.1% |
| 6M | -46.9% | -32.4% | -14.5% | -45.4% |
| YTD | +25.3% | -57.4% | +82.7% | +55.9% |
| 1Y | +59.8% | -58.5% | +118.4% | +100.7% |
| 3Y | +467.2% | -28.9% | +496.0% | +382.0% |
| 5Y | -24.6% | +91.7% | -116.4% | -65.9% |
| All | +220.1% | +303.2% | -83.1% | +20.8% |
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