+244.6%
HUT vs BAX
-56.0%
+300.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.3% | +3.8% | +2.2% |
| 7D | +34.9% | +0.4% | +34.5% | +34.8% |
| 30D | -25.9% | +3.4% | -29.3% | -27.0% |
| 3M | -31.7% | -4.5% | -27.3% | -31.2% |
| 6M | -42.2% | +44.0% | -86.3% | -50.0% |
| YTD | +34.9% | +34.9% | 0.0% | +17.8% |
| 1Y | +48.5% | +37.9% | +10.6% | +28.2% |
| 3Y | +471.2% | -17.1% | +488.3% | +463.4% |
| 5Y | -18.9% | -64.3% | +45.4% | +11.3% |
| All | +244.6% | -56.0% | +300.6% | +352.9% |
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