+720.6%
HUT vs FICO
+4.8%
+715.8%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -16.7% | +22.9% | +7.5% |
| 7D | +17.8% | -19.2% | +37.0% | +19.6% |
| 30D | +0.8% | -14.6% | +15.4% | +1.7% |
| 3M | -26.8% | -20.1% | -6.7% | -27.9% |
| 6M | +72.6% | -36.3% | +108.9% | +80.5% |
| YTD | +103.6% | -44.9% | +148.5% | +124.9% |
| 1Y | +265.3% | -38.6% | +303.9% | +275.8% |
| All | +720.6% | +4.8% | +715.8% | +587.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling