-25.9%
HUT vs FTV
+16.4%
-42.3%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.6% | +5.7% | +5.4% |
| 7D | +3.7% | +0.4% | +3.3% | +2.6% |
| 30D | -32.3% | +17.2% | -49.5% | -44.1% |
| 3M | -35.6% | +8.9% | -44.5% | -42.5% |
| 6M | -42.1% | +11.3% | -53.4% | -51.0% |
| YTD | +24.1% | +21.9% | +2.2% | -11.3% |
| 1Y | +27.9% | +31.6% | -3.7% | -18.4% |
| 3Y | +409.1% | +38.1% | +371.0% | +194.4% |
| 5Y | -25.9% | +15.7% | -41.6% | -51.8% |
| All | -25.9% | +16.4% | -42.3% | -51.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling