+244.6%
HUT vs FIVN
-10.2%
+254.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.3% |
| 7D | +34.9% | -17.4% | +52.3% | +42.8% |
| 30D | -25.9% | -20.4% | -5.5% | -20.3% |
| 3M | -31.7% | -9.6% | -22.1% | -31.9% |
| 6M | -42.2% | +34.7% | -76.9% | -54.0% |
| YTD | +34.9% | +40.6% | -5.7% | -3.0% |
| 1Y | +48.5% | +34.3% | +14.2% | +9.3% |
| 3Y | +471.2% | -55.5% | +526.7% | +590.4% |
| 5Y | -18.9% | -82.5% | +63.6% | +43.5% |
| All | +244.6% | -10.2% | +254.8% | +453.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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