+215.7%
HUT vs FN
+972.4%
-756.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.8% | +4.3% | +2.2% |
| 7D | -10.9% | -4.1% | -6.9% | -8.5% |
| 30D | -32.6% | -28.3% | -4.3% | -18.5% |
| 3M | -33.7% | -33.9% | +0.1% | -17.3% |
| 6M | -42.3% | -43.9% | +1.6% | -24.2% |
| YTD | +23.6% | -23.4% | +47.0% | +35.2% |
| 1Y | +20.4% | -25.4% | +45.8% | +34.9% |
| 3Y | +423.2% | +107.9% | +315.3% | +232.1% |
| 5Y | -19.4% | +195.1% | -214.5% | -59.2% |
| All | +215.7% | +972.4% | -756.7% | +35.7% |
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