+420.1%
HUT vs BAX
-55.9%
+476.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.0% | +5.2% | +5.9% |
| 7D | +17.8% | -1.1% | +18.9% | +18.2% |
| 30D | +0.8% | -5.5% | +6.3% | +2.5% |
| 3M | -26.8% | +33.5% | -60.3% | -34.4% |
| 6M | +72.6% | +35.9% | +36.7% | +53.6% |
| YTD | +103.6% | +35.4% | +68.3% | +78.6% |
| 1Y | +265.3% | +9.8% | +255.5% | +242.0% |
| 3Y | +689.4% | -32.7% | +722.1% | +759.1% |
| 5Y | +75.3% | -65.6% | +140.9% | +144.1% |
| All | +420.1% | -55.9% | +476.0% | +586.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling