+192.7%
HUT vs FIS
-65.5%
+258.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | -2.2% | +16.8% | +15.7% |
| 7D | -11.4% | -25.5% | +14.1% | +2.6% |
| 30D | -41.0% | -15.1% | -26.0% | -36.5% |
| 3M | -41.9% | -32.1% | -9.8% | -31.2% |
| 6M | -51.7% | -36.1% | -15.6% | -42.6% |
| YTD | +14.6% | -55.4% | +70.0% | +64.8% |
| 1Y | +21.4% | -53.9% | +75.3% | +70.9% |
| 3Y | +359.8% | -39.8% | +399.6% | +447.4% |
| 5Y | -27.5% | -71.1% | +43.6% | +29.7% |
| All | +192.7% | -65.5% | +258.2% | +504.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling