+668.0%
BE vs HUT
+342.8%
+325.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -7.1% | +2.2% | -3.0% |
| 7D | +10.8% | +9.3% | +1.5% | +8.5% |
| 30D | -19.8% | -23.1% | +3.3% | -14.1% |
| 3M | -18.7% | -30.6% | +11.9% | -10.9% |
| 6M | -33.7% | -46.9% | +13.1% | -22.8% |
| YTD | +121.0% | +25.3% | +95.6% | +103.9% |
| 1Y | +85.4% | +59.8% | +25.6% | +59.9% |
| 3Y | +1,709.5% | +467.2% | +1,242.3% | +943.3% |
| 5Y | +462.2% | -24.6% | +486.8% | +313.0% |
| All | +668.0% | +342.8% | +325.1% | +168.2% |
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 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