+2,250.2%
HUT vs JAAA
+29.3%
+2,220.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | 0.0% | -5.5% | -5.5% |
| 7D | +2.8% | +0.1% | +2.8% | +2.6% |
| 30D | +2.1% | +0.4% | +1.6% | +0.8% |
| 3M | -14.3% | +1.2% | -15.5% | -17.1% |
| 6M | +84.2% | +2.7% | +81.6% | +71.2% |
| YTD | +97.2% | +3.2% | +94.0% | +81.7% |
| 1Y | +192.7% | +4.8% | +187.9% | +161.2% |
| 3Y | +712.6% | +19.0% | +693.6% | +607.0% |
| 5Y | +85.5% | +26.8% | +58.7% | +52.9% |
| All | +2,250.2% | +29.3% | +2,220.9% | +1,814.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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