+21.7%
BAC vs HUT
-14.7%
+36.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.4% |
| 7D | +1.5% | +34.9% | -33.4% | -1.0% |
| 30D | -6.4% | -25.9% | +19.5% | -4.8% |
| 3M | -21.7% | -31.7% | +10.1% | -20.3% |
| 6M | +0.5% | -42.2% | +42.7% | +2.6% |
| YTD | -6.7% | +34.9% | -41.6% | -13.2% |
| 1Y | -4.7% | +48.5% | -53.2% | -12.7% |
| 3Y | +96.1% | +471.2% | -375.1% | +46.1% |
| 5Y | +21.7% | -18.9% | +40.6% | -3.4% |
| All | +21.7% | -14.7% | +36.4% | -3.4% |
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