+453.2%
HUT vs BAH
+113.5%
+339.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.9% | +7.3% | +6.6% |
| 7D | +28.3% | -4.3% | +32.6% | +29.7% |
| 30D | +12.3% | -4.5% | +16.8% | +13.3% |
| 3M | -16.8% | -7.6% | -9.2% | -15.7% |
| 6M | +111.4% | -10.6% | +122.0% | +114.5% |
| YTD | +116.6% | -12.6% | +129.1% | +120.4% |
| 1Y | +290.5% | -27.0% | +317.4% | +319.1% |
| 3Y | +792.3% | -31.5% | +823.8% | +863.1% |
| 5Y | +94.1% | -3.8% | +97.9% | +88.8% |
| All | +453.2% | +113.5% | +339.7% | +516.9% |
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