+641.7%
BE vs HUT
+336.7%
+305.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -3.9% | -4.2% |
| 7D | -13.4% | -10.9% | -2.4% | -11.1% |
| 30D | -33.9% | -32.6% | -1.3% | -26.8% |
| 3M | -12.0% | -33.7% | +21.8% | -2.5% |
| 6M | -29.0% | -42.3% | +13.4% | -18.9% |
| YTD | +113.4% | +23.6% | +89.8% | +97.4% |
| 1Y | +33.2% | +20.4% | +12.8% | +23.3% |
| 3Y | +1,659.2% | +423.2% | +1,236.0% | +930.7% |
| 5Y | +461.4% | -19.4% | +480.8% | +307.8% |
| All | +641.7% | +336.7% | +305.0% | +159.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling