+403.8%
HUT vs USFR
+25.3%
+378.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | 0.0% | -5.6% | -5.6% |
| 7D | +2.8% | +0.1% | +2.8% | +2.7% |
| 30D | +2.1% | +0.3% | +1.7% | +1.4% |
| 3M | -14.3% | +1.0% | -15.2% | -16.0% |
| 6M | +84.2% | +1.9% | +82.3% | +76.1% |
| YTD | +97.2% | +2.7% | +94.5% | +84.2% |
| 1Y | +192.7% | +4.0% | +188.7% | +163.2% |
| 3Y | +712.6% | +14.1% | +698.5% | +510.2% |
| 5Y | +85.5% | +20.5% | +65.0% | +16.9% |
| All | +403.8% | +25.3% | +378.4% | +159.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling