+135.1%
BAC vs HUT
+699.5%
-564.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.2% | -6.3% | -0.5% |
| 7D | +1.1% | +17.8% | -16.7% | 0.0% |
| 30D | -0.4% | +0.8% | -1.2% | -0.7% |
| 3M | +16.9% | -26.8% | +43.7% | +18.3% |
| 6M | +26.6% | +72.6% | -45.9% | +18.9% |
| YTD | +15.8% | +103.6% | -87.8% | +6.6% |
| 1Y | +27.2% | +265.3% | -238.1% | +10.2% |
| All | +135.1% | +699.5% | -564.4% | +89.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling