+448.2%
HUT vs BBY
+69.2%
+379.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.1% | +5.8% | +7.1% |
| 7D | +5.4% | +0.6% | +4.8% | +5.1% |
| 30D | +8.6% | +9.4% | -0.8% | +2.4% |
| 3M | -15.2% | +19.3% | -34.6% | -25.3% |
| 6M | +92.9% | +47.9% | +45.0% | +47.2% |
| YTD | +114.6% | +39.6% | +75.1% | +67.4% |
| 1Y | +208.5% | +22.2% | +186.3% | +162.5% |
| 3Y | +821.5% | +45.0% | +776.5% | +576.5% |
| 5Y | +101.8% | +2.6% | +99.3% | +77.2% |
| All | +448.2% | +69.2% | +379.1% | +271.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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