+192.7%
HUT vs FN
+906.6%
-713.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | +11.7% | +2.9% | +8.1% |
| 7D | -11.4% | 0.0% | -11.3% | -10.4% |
| 30D | -41.0% | -34.3% | -6.7% | -25.0% |
| 3M | -41.9% | -39.9% | -2.1% | -23.7% |
| 6M | -51.7% | -51.8% | +0.2% | -30.8% |
| YTD | +14.6% | -28.1% | +42.8% | +30.1% |
| 1Y | +21.4% | -29.1% | +50.5% | +40.2% |
| 3Y | +359.8% | +102.4% | +257.4% | +197.2% |
| 5Y | -27.5% | +171.7% | -199.1% | -61.6% |
| All | +192.7% | +906.6% | -713.8% | +30.5% |
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