+220.1%
HUT vs FIVE
+255.6%
-35.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.2% | -6.9% | -7.0% |
| 7D | +9.3% | +2.7% | +6.7% | +8.1% |
| 30D | -23.1% | +12.7% | -35.8% | -28.1% |
| 3M | -30.6% | +2.1% | -32.7% | -32.8% |
| 6M | -46.9% | +17.5% | -64.3% | -52.7% |
| YTD | +25.3% | +31.0% | -5.6% | +6.6% |
| 1Y | +59.8% | +67.7% | -7.9% | +21.3% |
| 3Y | +467.2% | +43.4% | +423.8% | +324.0% |
| 5Y | -24.6% | +18.1% | -42.7% | -39.2% |
| All | +220.1% | +255.6% | -35.5% | +110.5% |
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