+192.7%
HUT vs BAH
+152.7%
+40.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | -4.4% | +19.0% | +15.6% |
| 7D | -11.4% | -3.5% | -7.8% | -10.9% |
| 30D | -41.0% | +24.3% | -65.3% | -44.6% |
| 3M | -41.9% | +16.3% | -58.2% | -45.0% |
| 6M | -51.7% | +13.6% | -65.3% | -54.3% |
| YTD | +14.6% | +3.5% | +11.1% | +10.4% |
| 1Y | +21.4% | +2.7% | +18.7% | +17.4% |
| 3Y | +359.8% | -26.6% | +386.4% | +386.5% |
| 5Y | -27.5% | +8.5% | -36.0% | -32.6% |
| All | +192.7% | +152.7% | +40.1% | +209.1% |
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