+412.4%
BX vs HUT
+240.9%
+171.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.6% | -8.0% | -1.1% |
| 7D | -2.8% | +24.8% | -27.6% | -5.0% |
| 30D | +7.3% | -28.4% | +35.7% | +9.6% |
| 3M | -16.3% | -31.2% | +14.9% | -14.7% |
| 6M | +2.5% | -40.2% | +42.7% | +4.5% |
| YTD | -17.6% | +32.9% | -50.5% | -23.8% |
| 1Y | -12.4% | +39.1% | -51.4% | -20.0% |
| 3Y | +36.2% | +462.8% | -426.6% | -0.6% |
| 5Y | +3.0% | -13.9% | +16.9% | -21.7% |
| All | +412.4% | +240.9% | +171.5% | +195.1% |
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