+20.9%
HUT vs FICO
-58.5%
+79.4%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.7% | +5.6% | +9.1% |
| 7D | +3.7% | -0.1% | +3.7% | +3.3% |
| 30D | -32.3% | +8.4% | -40.8% | -30.5% |
| 3M | -35.6% | -30.5% | -5.1% | -42.2% |
| 6M | -42.1% | -35.7% | -6.4% | -49.8% |
| YTD | +24.1% | -57.2% | +81.3% | +2.3% |
| All | +20.9% | -58.5% | +79.4% | -0.2% |
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