+31.8%
BMY vs HUT
+435.6%
-403.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.6% | +3.2% | -0.4% |
| 7D | -4.8% | +18.9% | -23.7% | -5.0% |
| 30D | -0.7% | +12.0% | -12.6% | -0.9% |
| 3M | +15.3% | -14.9% | +30.2% | +15.4% |
| 6M | +8.5% | +96.8% | -88.3% | +7.0% |
| YTD | +23.4% | +108.8% | -85.3% | +21.4% |
| 1Y | +42.9% | +227.4% | -184.5% | +39.1% |
| 3Y | +22.0% | +760.3% | -738.3% | +15.1% |
| 5Y | +24.3% | +86.1% | -61.7% | +18.1% |
| All | +31.8% | +435.6% | -403.7% | +14.4% |
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 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