+453.2%
HUT vs BBY
+66.4%
+386.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.0% | +7.4% | +6.9% |
| 7D | +28.3% | +8.1% | +20.1% | +22.8% |
| 30D | +12.3% | +8.9% | +3.4% | +6.0% |
| 3M | -16.8% | +22.0% | -38.9% | -27.7% |
| 6M | +111.4% | +37.8% | +73.5% | +67.8% |
| YTD | +116.6% | +37.3% | +79.3% | +70.2% |
| 1Y | +290.5% | +21.6% | +268.9% | +232.5% |
| 3Y | +792.3% | +41.5% | +750.8% | +563.6% |
| 5Y | +94.1% | +1.2% | +92.9% | +71.6% |
| All | +453.2% | +66.4% | +386.8% | +278.0% |
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