+208.5%
HUT vs FIGR
-3.1%
+211.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -4.6% | +13.5% | +10.4% |
| 7D | +5.4% | -3.0% | +8.4% | +6.4% |
| 30D | +8.6% | +13.7% | -5.0% | +2.7% |
| 3M | -15.2% | +23.9% | -39.1% | -23.4% |
| 6M | +92.9% | -8.4% | +101.3% | +91.9% |
| YTD | +114.6% | -14.6% | +129.2% | +98.2% |
| 1Y | +208.5% | +12.1% | +196.4% | +179.5% |
| All | +208.5% | -3.1% | +211.6% | +179.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 10y: compounded portfolio wealth divided by compounded FIGR 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…
10y analysis · Full analysis span regression · 6 months rolling