+220.1%
HUT vs FTI
+226.9%
-6.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +2.1% | -9.2% | -7.9% |
| 7D | +9.3% | +4.3% | +5.0% | +7.5% |
| 30D | -23.1% | -4.7% | -18.4% | -21.4% |
| 3M | -30.6% | -13.5% | -17.1% | -26.4% |
| 6M | -46.9% | -8.7% | -38.1% | -45.5% |
| YTD | +25.3% | +49.0% | -23.7% | +6.9% |
| 1Y | +59.8% | +54.0% | +5.8% | +34.9% |
| 3Y | +467.2% | +211.6% | +255.6% | +265.6% |
| 5Y | -24.6% | +881.9% | -906.5% | -68.5% |
| All | +220.1% | +226.9% | -6.8% | +23.5% |
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