+86.3%
HUT vs FICO
+99.8%
-13.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -16.7% | +22.9% | +11.3% |
| 7D | +17.8% | -19.2% | +37.0% | +24.7% |
| 30D | +0.8% | -14.6% | +15.4% | +4.2% |
| 3M | -26.8% | -20.1% | -6.7% | -26.3% |
| 6M | +72.6% | -36.3% | +108.9% | +87.5% |
| YTD | +103.6% | -44.9% | +148.5% | +136.4% |
| 1Y | +265.3% | -38.6% | +303.9% | +287.9% |
| 3Y | +689.4% | +4.0% | +685.4% | +443.6% |
| All | +86.3% | +99.8% | -13.5% | +7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling