-1.5%
BAC vs HUT
-2.9%
+1.4%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -23.2% | +27.2% | +4.8% |
| 7D | +1.5% | -29.5% | +31.1% | +2.7% |
| 30D | -4.4% | -45.2% | +40.8% | -2.3% |
| 3M | -17.5% | -51.6% | +34.1% | -15.4% |
| 6M | -0.1% | -37.3% | +37.3% | -0.5% |
| YTD | -4.6% | +6.5% | -11.2% | -9.7% |
| 1Y | -1.5% | +1.7% | -3.2% | -6.8% |
| All | -1.5% | -2.9% | +1.4% | -6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling