+39.1%
HUT vs FICO
-58.5%
+97.5%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.2% | +7.8% | +7.5% |
| 7D | +24.8% | +4.0% | +20.8% | +26.1% |
| 30D | -28.4% | -1.5% | -26.9% | -28.5% |
| 3M | -31.2% | -29.8% | -1.4% | -38.0% |
| 6M | -40.2% | -33.3% | -7.0% | -47.8% |
| YTD | +32.9% | -56.9% | +89.8% | +13.3% |
| 1Y | +39.1% | -59.5% | +98.5% | +19.9% |
| All | +39.1% | -58.5% | +97.5% | +19.9% |
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