-36.4%
BA vs HUT
+422.3%
-458.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.2% | -5.4% | +0.3% |
| 7D | +1.2% | +17.8% | -16.6% | -0.3% |
| 30D | -11.6% | +0.8% | -12.5% | -11.9% |
| 3M | -2.4% | -26.8% | +24.4% | -0.9% |
| 6M | -6.6% | +72.6% | -79.2% | -12.7% |
| YTD | -2.2% | +103.6% | -105.9% | -10.6% |
| 1Y | -8.0% | +265.3% | -273.3% | -21.5% |
| 3Y | -5.0% | +689.4% | -694.4% | -30.5% |
| 5Y | -2.7% | +75.3% | -78.1% | -26.1% |
| All | -36.4% | +422.3% | -458.8% | -65.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling