+433.3%
HUT vs BB
-38.1%
+471.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.5% | -2.1% | -3.0% |
| 7D | +18.9% | +1.8% | +17.0% | +18.2% |
| 30D | +12.0% | -12.2% | +24.2% | +17.1% |
| 3M | -14.9% | -12.3% | -2.5% | -11.9% |
| 6M | +96.8% | +122.7% | -25.9% | +45.3% |
| YTD | +108.8% | +104.5% | +4.3% | +59.2% |
| 1Y | +227.4% | +106.7% | +120.7% | +146.7% |
| 3Y | +760.3% | +70.0% | +690.3% | +544.4% |
| 5Y | +86.1% | -27.8% | +113.8% | +71.3% |
| All | +433.3% | -38.1% | +471.5% | +182.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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