+217.0%
HUT vs FIVE
+265.8%
-48.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +5.6% | +2.7% | +5.7% |
| 7D | +3.7% | +6.2% | -2.5% | -0.2% |
| 30D | -32.3% | +18.2% | -50.5% | -38.2% |
| 3M | -35.6% | +3.8% | -39.5% | -38.2% |
| 6M | -42.1% | +13.7% | -55.8% | -47.7% |
| YTD | +24.1% | +34.7% | -10.6% | +4.3% |
| 1Y | +27.9% | +66.6% | -38.8% | -2.4% |
| 3Y | +409.1% | +44.3% | +364.8% | +280.3% |
| 5Y | -25.9% | +18.8% | -44.7% | -40.5% |
| All | +217.0% | +265.8% | -48.8% | +105.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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