+220.1%
HUT vs BBY
+95.9%
+124.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.6% | -7.7% | -7.4% |
| 7D | +9.3% | +4.5% | +4.9% | +6.9% |
| 30D | -23.1% | +16.8% | -39.9% | -30.8% |
| 3M | -30.6% | +23.2% | -53.8% | -40.3% |
| 6M | -46.9% | +91.9% | -138.8% | -65.8% |
| YTD | +25.3% | +61.6% | -36.3% | -12.5% |
| 1Y | +59.8% | +43.9% | +15.9% | +19.9% |
| 3Y | +467.2% | +88.6% | +378.5% | +246.7% |
| 5Y | -24.6% | -3.1% | -21.6% | -35.5% |
| All | +220.1% | +95.9% | +124.2% | +94.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling