-48.4%
BA vs HUT
+218.4%
-266.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +8.3% | -8.9% | -1.3% |
| 7D | -1.7% | +3.7% | -5.4% | -2.6% |
| 30D | -9.5% | -32.3% | +22.9% | -7.3% |
| 3M | -26.5% | -35.6% | +9.2% | -24.8% |
| 6M | -27.4% | -42.1% | +14.7% | -25.8% |
| YTD | -20.6% | +24.1% | -44.7% | -25.2% |
| 1Y | -11.4% | +27.9% | -39.3% | -17.5% |
| 3Y | -10.8% | +409.1% | -419.9% | -32.8% |
| 5Y | -21.9% | -25.9% | +4.0% | -36.7% |
| All | -48.4% | +218.4% | -266.8% | -70.8% |
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