+215.7%
HUT vs FTV
+42.2%
+173.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.4% | -1.2% |
| 7D | -10.9% | +1.4% | -12.3% | -12.3% |
| 30D | -32.6% | +18.3% | -50.9% | -41.8% |
| 3M | -33.7% | +9.8% | -43.5% | -39.3% |
| 6M | -42.3% | +12.3% | -54.7% | -49.1% |
| YTD | +23.6% | +23.1% | +0.5% | -2.0% |
| 1Y | +20.4% | +32.5% | -12.2% | -11.0% |
| 3Y | +423.2% | +38.3% | +384.9% | +283.7% |
| 5Y | -19.4% | +16.8% | -36.3% | -31.5% |
| All | +215.7% | +42.2% | +173.5% | +99.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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