-3.4%
BAC vs HUT
+21.4%
-24.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +8.3% | -6.0% | +2.0% |
| 7D | +2.0% | +3.7% | -1.7% | +1.4% |
| 30D | -6.9% | -32.3% | +25.4% | -5.6% |
| 3M | -19.6% | -35.6% | +16.1% | -18.5% |
| 6M | -0.5% | -42.1% | +41.6% | +0.4% |
| YTD | -6.6% | +24.1% | -30.7% | -12.4% |
| All | -3.4% | +21.4% | -24.8% | -9.5% |
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