+448.2%
HUT vs IFF
-25.8%
+474.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.5% | +9.4% | +9.1% |
| 7D | +5.4% | -3.2% | +8.6% | +7.4% |
| 30D | +8.6% | -0.3% | +8.9% | +8.6% |
| 3M | -15.2% | +8.4% | -23.7% | -21.6% |
| 6M | +92.9% | +23.0% | +69.8% | +68.1% |
| YTD | +114.6% | +25.5% | +89.2% | +83.3% |
| 1Y | +208.5% | +29.1% | +179.4% | +156.6% |
| 3Y | +821.5% | +31.7% | +789.8% | +626.2% |
| 5Y | +101.8% | -35.2% | +137.1% | +150.8% |
| All | +448.2% | -25.8% | +474.0% | +532.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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