+215.7%
HUT vs BAX
-54.9%
+270.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.5% | -0.5% |
| 7D | -10.9% | +3.6% | -14.6% | -12.2% |
| 30D | -32.6% | +8.5% | -41.1% | -34.6% |
| 3M | -33.7% | -4.9% | -28.9% | -33.1% |
| 6M | -42.3% | +47.0% | -89.3% | -50.4% |
| YTD | +23.6% | +38.4% | -14.9% | +7.0% |
| 1Y | +20.4% | +49.1% | -28.8% | +1.0% |
| 3Y | +423.2% | -14.9% | +438.1% | +412.0% |
| 5Y | -19.4% | -63.1% | +43.7% | +9.5% |
| All | +215.7% | -54.9% | +270.5% | +311.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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