-48.1%
BA vs HUT
+194.0%
-242.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +14.6% | -14.1% | -0.7% |
| 7D | +1.1% | -11.4% | +12.4% | +1.5% |
| 30D | -7.9% | -41.0% | +33.1% | -4.6% |
| 3M | -25.3% | -41.9% | +16.6% | -22.9% |
| 6M | -24.6% | -51.7% | +27.1% | -21.7% |
| YTD | -20.1% | +14.6% | -34.7% | -24.2% |
| 1Y | -11.8% | +21.4% | -33.2% | -17.5% |
| 3Y | -10.1% | +359.8% | -370.0% | -31.7% |
| 5Y | -22.7% | -27.5% | +4.7% | -37.2% |
| All | -48.1% | +194.0% | -242.1% | -70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 HUT 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