+403.8%
HUT vs FND
-1.8%
+405.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.5% | -4.1% | -4.7% |
| 7D | +2.8% | -5.1% | +7.9% | +5.7% |
| 30D | +2.1% | -22.5% | +24.6% | +16.6% |
| 3M | -14.3% | -5.0% | -9.3% | -15.6% |
| 6M | +84.2% | -21.5% | +105.8% | +101.6% |
| YTD | +97.2% | -23.0% | +120.2% | +118.0% |
| 1Y | +192.7% | -44.9% | +237.6% | +285.8% |
| 3Y | +712.6% | -50.0% | +762.5% | +940.5% |
| 5Y | +85.5% | -63.3% | +148.8% | +179.6% |
| All | +403.8% | -1.8% | +405.5% | +384.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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