+71.4%
BAC vs HUT
+71.6%
-0.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.2% | -6.3% | -0.6% |
| 7D | +1.1% | +17.8% | -16.7% | -0.3% |
| 30D | -0.4% | +0.8% | -1.2% | -0.7% |
| 3M | +16.9% | -26.8% | +43.7% | +18.5% |
| 6M | +26.6% | +72.6% | -45.9% | +18.0% |
| YTD | +15.8% | +103.6% | -87.8% | +5.5% |
| 1Y | +27.2% | +265.3% | -238.1% | +8.1% |
| 3Y | +132.4% | +689.4% | -557.0% | +71.1% |
| All | +71.4% | +71.6% | -0.2% | +30.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling