+192.7%
HUT vs FIVE
+246.4%
-53.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | -0.4% | +15.0% | +14.8% |
| 7D | -11.4% | -0.3% | -11.1% | -12.2% |
| 30D | -41.0% | +17.7% | -58.7% | -46.2% |
| 3M | -41.9% | +4.0% | -45.9% | -44.5% |
| 6M | -51.7% | +2.6% | -54.3% | -54.2% |
| YTD | +14.6% | +27.6% | -13.0% | -1.4% |
| 1Y | +21.4% | +59.9% | -38.5% | -5.6% |
| 3Y | +359.8% | +35.8% | +324.1% | +253.2% |
| 5Y | -27.5% | +14.4% | -41.9% | -40.6% |
| All | +192.7% | +246.4% | -53.7% | +94.8% |
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