+707.7%
BE vs HUT
+376.7%
+331.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.5% | -5.1% | -4.0% |
| 7D | +20.5% | +34.9% | -14.3% | +11.4% |
| 30D | -23.4% | -25.9% | +2.5% | -17.1% |
| 3M | -14.9% | -31.7% | +16.9% | -6.4% |
| 6M | -28.1% | -42.2% | +14.2% | -18.0% |
| YTD | +132.4% | +34.9% | +97.5% | +110.3% |
| 1Y | +59.4% | +48.5% | +10.8% | +40.1% |
| 3Y | +1,815.8% | +471.2% | +1,344.6% | +997.8% |
| 5Y | +491.3% | -18.9% | +510.2% | +325.9% |
| All | +707.7% | +376.7% | +331.0% | +176.5% |
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