+24.3%
BX vs HUT
+102.6%
-78.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.4% | -8.0% | -2.6% |
| 7D | -2.0% | +28.3% | -30.2% | -5.8% |
| 30D | -2.3% | +12.3% | -14.6% | -4.7% |
| 3M | +18.5% | -16.8% | +35.3% | +19.2% |
| 6M | +23.7% | +111.4% | -87.6% | +4.5% |
| YTD | -10.4% | +116.6% | -126.9% | -25.7% |
| 1Y | -19.6% | +290.5% | -310.0% | -42.1% |
| 3Y | +30.8% | +792.3% | -761.5% | -31.2% |
| 5Y | +24.3% | +94.1% | -69.8% | -26.5% |
| All | +24.3% | +102.6% | -78.3% | -26.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling