-10.3%
BX vs HUT
+47.0%
-57.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -7.1% | +8.5% | +1.7% |
| 7D | +0.6% | +9.3% | -8.8% | +0.1% |
| 30D | +14.2% | -23.1% | +37.3% | +15.4% |
| 3M | -18.7% | -30.6% | +11.9% | -17.6% |
| 6M | +2.5% | -46.9% | +49.3% | +4.8% |
| YTD | -18.8% | +25.3% | -44.1% | -25.4% |
| 1Y | -10.3% | +59.8% | -70.1% | -18.6% |
| All | -10.3% | +47.0% | -57.3% | -18.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling