+87.5%
BAC vs HUT
+194.0%
-106.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +14.6% | -15.3% | -1.6% |
| 7D | -1.2% | -11.4% | +10.2% | -0.9% |
| 30D | -7.7% | -41.0% | +33.4% | -5.1% |
| 3M | -21.2% | -41.9% | +20.8% | -19.2% |
| 6M | -6.8% | -51.7% | +44.8% | -4.2% |
| YTD | -8.7% | +14.6% | -23.3% | -12.6% |
| 1Y | -5.3% | +21.4% | -26.7% | -10.2% |
| 3Y | +87.4% | +359.8% | -272.4% | +53.2% |
| 5Y | +18.9% | -27.5% | +46.4% | +1.3% |
| All | +87.5% | +194.0% | -106.5% | +14.6% |
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