+220.1%
HUT vs BAH
+157.0%
+63.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.3% | -6.9% | -7.1% |
| 7D | +9.3% | +1.7% | +7.6% | +9.0% |
| 30D | -23.1% | +20.8% | -43.9% | -27.1% |
| 3M | -30.6% | +11.6% | -42.2% | -33.3% |
| 6M | -46.9% | +23.1% | -70.0% | -50.9% |
| YTD | +25.3% | +5.3% | +20.1% | +20.3% |
| 1Y | +59.8% | +6.1% | +53.7% | +53.0% |
| 3Y | +467.2% | -27.5% | +494.7% | +504.1% |
| 5Y | -24.6% | +6.2% | -30.8% | -29.7% |
| All | +220.1% | +157.0% | +63.1% | +236.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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