+239.5%
HUT vs FIVE
+261.5%
-21.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.1% | +8.6% | +8.1% |
| 7D | +24.8% | -0.5% | +25.3% | +25.2% |
| 30D | -28.4% | +17.4% | -45.8% | -34.4% |
| 3M | -31.2% | +7.0% | -38.3% | -34.9% |
| 6M | -40.2% | +20.5% | -60.7% | -47.5% |
| YTD | +32.9% | +33.1% | -0.2% | +12.2% |
| 1Y | +39.1% | +67.1% | -28.0% | +6.0% |
| 3Y | +462.8% | +41.9% | +420.9% | +323.6% |
| 5Y | -13.9% | +21.1% | -34.9% | -31.2% |
| All | +239.5% | +261.5% | -21.9% | +121.6% |
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