+421.7%
BX vs HUT
+405.9%
+15.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.5% | +2.7% | -2.3% |
| 7D | -8.9% | +2.8% | -11.8% | -9.2% |
| 30D | -14.8% | +2.1% | -16.8% | -15.3% |
| 3M | +6.9% | -14.3% | +21.2% | +7.1% |
| 6M | +16.3% | +84.2% | -67.9% | +6.5% |
| YTD | -16.1% | +97.2% | -113.3% | -24.3% |
| 1Y | -26.8% | +192.7% | -219.5% | -37.7% |
| 3Y | +22.4% | +712.6% | -690.1% | -12.8% |
| 5Y | +16.0% | +85.5% | -69.5% | -15.5% |
| All | +421.7% | +405.9% | +15.8% | +193.1% |
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