+433.3%
HUT vs FTV
+17.1%
+416.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.2% | -2.3% | -2.6% |
| 7D | +18.9% | -1.3% | +20.2% | +20.2% |
| 30D | +12.0% | -9.5% | +21.5% | +21.3% |
| 3M | -14.9% | -10.9% | -3.9% | -7.8% |
| 6M | +96.8% | -0.6% | +97.4% | +93.7% |
| YTD | +108.8% | +1.4% | +107.4% | +95.8% |
| 1Y | +227.4% | +17.6% | +209.7% | +166.0% |
| 3Y | +760.3% | -3.3% | +763.5% | +755.8% |
| 5Y | +86.1% | -0.1% | +86.2% | +83.7% |
| All | +433.3% | +17.1% | +416.2% | +297.9% |
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