-5.3%
BAC vs HUT
+13.4%
-18.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +14.6% | -15.3% | -1.2% |
| 7D | -1.2% | -11.4% | +10.2% | -1.0% |
| 30D | -7.7% | -41.0% | +33.4% | -5.9% |
| 3M | -21.2% | -41.9% | +20.8% | -19.7% |
| 6M | -6.8% | -51.7% | +44.8% | -5.1% |
| YTD | -8.7% | +14.6% | -23.3% | -14.0% |
| 1Y | -5.3% | +21.4% | -26.7% | -11.6% |
| All | -5.3% | +13.4% | -18.7% | -11.6% |
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 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