-33.8%
HUT vs HDB
-24.7%
-9.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | +1.8% | +12.8% | +13.3% |
| 7D | -11.4% | +13.3% | -24.7% | -20.0% |
| 30D | -41.0% | +13.6% | -54.6% | -47.1% |
| 3M | -41.9% | +5.8% | -47.7% | -45.2% |
| 6M | -51.7% | -1.9% | -49.8% | -52.9% |
| YTD | +14.6% | -31.2% | +45.8% | +47.0% |
| 1Y | +21.4% | -29.6% | +51.0% | +52.4% |
| 3Y | +359.8% | -10.1% | +369.9% | +339.2% |
| All | -33.8% | -24.7% | -9.0% | -28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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