+409.1%
HUT vs USFR
+14.3%
+394.8%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | 0.0% | +8.3% | +8.3% |
| 7D | +3.7% | +0.1% | +3.6% | +3.7% |
| 30D | -32.3% | +0.4% | -32.7% | -31.9% |
| 3M | -35.6% | +1.1% | -36.7% | -33.8% |
| 6M | -42.1% | +2.0% | -44.1% | -38.3% |
| YTD | +24.1% | +3.4% | +20.7% | +25.6% |
| 1Y | +27.9% | +4.1% | +23.8% | +23.7% |
| 3Y | +409.1% | +14.3% | +394.8% | +1,719.9% |
| All | +409.1% | +14.3% | +394.8% | +1,719.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling