-19.4%
HUT vs FICO
+82.5%
-102.0%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.7% |
| 7D | -10.9% | +0.9% | -11.8% | -10.9% |
| 30D | -32.6% | +9.4% | -42.1% | -34.7% |
| 3M | -33.7% | -30.4% | -3.3% | -29.6% |
| 6M | -42.3% | -35.1% | -7.2% | -40.8% |
| YTD | +23.6% | -56.8% | +80.4% | +49.3% |
| 1Y | +20.4% | -58.4% | +78.8% | +47.8% |
| 3Y | +423.2% | -26.7% | +449.9% | +310.3% |
| 5Y | -19.4% | +88.0% | -107.4% | -65.4% |
| All | -19.4% | +82.5% | -102.0% | -65.4% |
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