+86.3%
HUT vs FIS
-62.1%
+148.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.9% | +7.1% | +6.7% |
| 7D | +17.8% | +1.1% | +16.7% | +17.1% |
| 30D | +0.8% | -2.2% | +3.1% | +1.2% |
| 3M | -26.8% | +2.1% | -28.9% | -30.5% |
| 6M | +72.6% | -14.7% | +87.2% | +80.8% |
| YTD | +103.6% | -35.7% | +139.3% | +157.5% |
| 1Y | +265.3% | -37.1% | +302.3% | +365.1% |
| 3Y | +689.4% | -20.0% | +709.4% | +724.0% |
| All | +86.3% | -62.1% | +148.5% | +233.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling