-25.9%
HUT vs BAX
-63.0%
+37.0%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.4% | +5.9% | +7.5% |
| 7D | +3.7% | +9.0% | -5.4% | +0.6% |
| 30D | -32.3% | +8.5% | -40.8% | -34.3% |
| 3M | -35.6% | -4.1% | -31.5% | -35.2% |
| 6M | -42.1% | +46.9% | -89.0% | -50.4% |
| YTD | +24.1% | +38.4% | -14.3% | +6.7% |
| 1Y | +27.9% | +47.0% | -19.1% | +6.8% |
| 3Y | +409.1% | -14.9% | +424.0% | +392.4% |
| 5Y | -25.9% | -62.5% | +36.6% | +25.9% |
| All | -25.9% | -63.0% | +37.0% | +25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling