+420.1%
HUT vs BAH
+115.5%
+304.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.5% | +7.7% | +6.6% |
| 7D | +17.8% | -3.2% | +21.0% | +18.8% |
| 30D | +0.8% | +2.0% | -1.2% | -0.2% |
| 3M | -26.8% | -7.6% | -19.1% | -25.7% |
| 6M | +72.6% | -5.7% | +78.2% | +71.7% |
| YTD | +103.6% | -11.7% | +115.4% | +106.7% |
| 1Y | +265.3% | -27.4% | +292.6% | +293.2% |
| 3Y | +689.4% | -32.5% | +721.9% | +757.1% |
| 5Y | +75.3% | -3.3% | +78.7% | +70.3% |
| All | +420.1% | +115.5% | +304.6% | +478.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling