-19.4%
HUT vs FND
-61.3%
+41.9%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.1% | +1.8% |
| 7D | -10.9% | +6.8% | -17.8% | -17.0% |
| 30D | -32.6% | +13.1% | -45.7% | -40.4% |
| 3M | -33.7% | -13.1% | -20.7% | -30.4% |
| 6M | -42.3% | -0.6% | -41.8% | -48.4% |
| YTD | +23.6% | -15.5% | +39.1% | +25.0% |
| 1Y | +20.4% | -13.7% | +34.0% | +18.9% |
| 3Y | +423.2% | -35.0% | +458.2% | +411.4% |
| 5Y | -19.4% | -60.1% | +40.7% | +26.7% |
| All | -19.4% | -61.3% | +41.9% | +26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling