-48.6%
BA vs HUT
+246.0%
-294.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.2% | -1.8% |
| 7D | -0.6% | +34.9% | -35.4% | -3.1% |
| 30D | -8.0% | -25.9% | +17.9% | -6.5% |
| 3M | -25.8% | -31.7% | +5.9% | -24.5% |
| 6M | -27.6% | -42.2% | +14.7% | -25.9% |
| YTD | -21.0% | +34.9% | -55.9% | -26.1% |
| 1Y | -12.3% | +48.5% | -60.8% | -19.3% |
| 3Y | -12.8% | +471.2% | -484.0% | -34.9% |
| 5Y | -22.4% | -18.9% | -3.5% | -37.5% |
| All | -48.6% | +246.0% | -294.7% | -71.2% |
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