+433.3%
HUT vs BAX
-58.3%
+491.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.9% | -1.7% | -3.0% |
| 7D | +18.9% | -5.1% | +24.0% | +20.8% |
| 30D | +12.0% | -12.2% | +24.1% | +16.5% |
| 3M | -14.9% | +21.8% | -36.7% | -21.2% |
| 6M | +96.8% | +36.3% | +60.5% | +74.6% |
| YTD | +108.8% | +27.8% | +81.0% | +86.4% |
| 1Y | +227.4% | -0.1% | +227.4% | +216.1% |
| 3Y | +760.3% | -33.3% | +793.6% | +832.4% |
| 5Y | +86.1% | -67.1% | +153.2% | +162.7% |
| All | +433.3% | -58.3% | +491.7% | +616.8% |
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