+1.7%
HUT vs FN
-25.7%
+27.5%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | -6.0% | -17.3% | -19.3% |
| 7D | -29.5% | -7.0% | -22.6% | -25.1% |
| 30D | -45.2% | -24.7% | -20.5% | -33.8% |
| 3M | -51.6% | -35.7% | -16.0% | -37.1% |
| 6M | -37.3% | -52.4% | +15.1% | -4.8% |
| YTD | +6.5% | -25.0% | +31.5% | +9.3% |
| 1Y | +1.7% | -25.7% | +27.4% | +4.9% |
| All | +1.7% | -25.7% | +27.5% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 1y: compounded portfolio wealth divided by compounded FN 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…
1y analysis · Full analysis span regression · 6 months rolling