+433.3%
HUT vs FTI
+283.8%
+149.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.1% | -3.4% |
| 7D | +18.9% | -2.3% | +21.2% | +19.9% |
| 30D | +12.0% | +5.0% | +6.9% | +9.9% |
| 3M | -14.9% | +13.8% | -28.7% | -19.8% |
| 6M | +96.8% | +22.9% | +73.9% | +79.4% |
| YTD | +108.8% | +75.0% | +33.8% | +67.0% |
| 1Y | +227.4% | +96.9% | +130.5% | +148.9% |
| 3Y | +760.3% | +276.7% | +483.5% | +412.0% |
| 5Y | +86.1% | +1,157.0% | -1,070.9% | -28.9% |
| All | +433.3% | +283.8% | +149.5% | +93.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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