+433.3%
HUT vs FIS
-54.7%
+488.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.4% | -0.2% | -1.9% |
| 7D | +18.9% | -9.1% | +28.0% | +24.2% |
| 30D | +12.0% | -10.4% | +22.4% | +16.9% |
| 3M | -14.9% | -3.7% | -11.2% | -16.6% |
| 6M | +96.8% | -24.8% | +121.6% | +118.1% |
| YTD | +108.8% | -41.6% | +150.4% | +165.5% |
| 1Y | +227.4% | -42.7% | +270.1% | +318.8% |
| 3Y | +760.3% | -26.2% | +786.5% | +842.3% |
| 5Y | +86.1% | -66.1% | +152.2% | +206.6% |
| All | +433.3% | -54.7% | +488.1% | +873.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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