+466.4%
BX vs HUT
+422.3%
+44.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.2% | -7.3% | -1.7% |
| 7D | -4.4% | +17.8% | -22.2% | -5.9% |
| 30D | +0.1% | +0.8% | -0.8% | -0.4% |
| 3M | +16.0% | -26.8% | +42.8% | +17.9% |
| 6M | +21.6% | +72.6% | -50.9% | +12.1% |
| YTD | -8.9% | +103.6% | -112.5% | -18.0% |
| 1Y | -16.6% | +265.3% | -281.9% | -30.7% |
| 3Y | +43.3% | +689.4% | -646.1% | +2.3% |
| 5Y | +25.7% | +75.3% | -49.6% | -8.4% |
| All | +466.4% | +422.3% | +44.1% | +217.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling