+453.2%
HUT vs IFF
-24.0%
+477.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.8% | +7.2% | +6.8% |
| 7D | +28.3% | -0.2% | +28.4% | +28.3% |
| 30D | +12.3% | -0.3% | +12.6% | +12.2% |
| 3M | -16.8% | +18.6% | -35.4% | -27.2% |
| 6M | +111.4% | +17.4% | +94.0% | +88.5% |
| YTD | +116.6% | +28.5% | +88.1% | +82.5% |
| 1Y | +290.5% | +32.5% | +257.9% | +219.2% |
| 3Y | +792.3% | +34.1% | +758.2% | +596.1% |
| 5Y | +94.1% | -35.2% | +129.3% | +140.4% |
| All | +453.2% | -24.0% | +477.2% | +529.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling