+220.1%
HUT vs FN
+909.2%
-689.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -7.3% | +0.2% | -3.0% |
| 7D | +9.3% | +0.3% | +9.1% | +9.1% |
| 30D | -23.1% | -16.5% | -6.6% | -14.0% |
| 3M | -30.6% | -42.1% | +11.5% | -6.8% |
| 6M | -46.9% | -52.9% | +6.0% | -22.8% |
| YTD | +25.3% | -28.0% | +53.3% | +41.9% |
| 1Y | +59.8% | -18.5% | +78.3% | +70.9% |
| 3Y | +467.2% | +93.9% | +373.3% | +274.4% |
| 5Y | -24.6% | +170.5% | -195.1% | -60.1% |
| All | +220.1% | +909.2% | -689.1% | +42.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling