+448.2%
HUT vs FIVN
-2.3%
+450.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.4% | +7.5% | +8.3% |
| 7D | +5.4% | -7.8% | +13.2% | +8.7% |
| 30D | +8.6% | -1.7% | +10.4% | +8.1% |
| 3M | -15.2% | +47.2% | -62.4% | -32.3% |
| 6M | +92.9% | +82.7% | +10.2% | +30.7% |
| YTD | +114.6% | +52.9% | +61.7% | +54.0% |
| 1Y | +208.5% | +17.5% | +191.0% | +153.5% |
| 3Y | +821.5% | -55.8% | +877.3% | +1,054.1% |
| 5Y | +101.8% | -82.3% | +184.2% | +263.2% |
| All | +448.2% | -2.3% | +450.5% | +777.9% |
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