+1.7%
HUT vs USFR
+4.1%
-2.4%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | 0.0% | -23.2% | -23.2% |
| 7D | -29.5% | +0.1% | -29.6% | -28.1% |
| 30D | -45.2% | +0.4% | -45.6% | -41.2% |
| 3M | -51.6% | +1.1% | -52.7% | -37.7% |
| 6M | -37.3% | +2.0% | -39.4% | +14.4% |
| YTD | +6.5% | +3.4% | +3.2% | +44.3% |
| 1Y | +1.7% | +4.1% | -2.4% | -43.9% |
| All | +1.7% | +4.1% | -2.4% | -43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 1y: compounded portfolio wealth divided by compounded USFR 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…
1y analysis · Full analysis span regression · 6 months rolling