-36.7%
HUT vs FICO
+84.1%
-120.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.9% | -7.0% | -6.3% |
| 7D | -30.8% | -0.3% | -30.6% | -30.7% |
| 30D | -50.2% | +1.7% | -51.9% | -50.9% |
| 3M | -50.5% | -35.2% | -15.3% | -46.2% |
| 6M | -42.9% | -33.7% | -9.3% | -42.5% |
| YTD | 0.0% | -58.2% | +58.2% | +22.2% |
| 1Y | -2.2% | -56.6% | +54.3% | +15.9% |
| 3Y | +289.4% | -24.0% | +313.4% | +190.9% |
| 5Y | -36.7% | +86.1% | -122.8% | -75.0% |
| All | -36.7% | +84.1% | -120.8% | -75.0% |
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