+448.2%
HUT vs BDX
+21.2%
+427.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.8% | +8.0% | +8.6% |
| 7D | +5.4% | -3.2% | +8.6% | +6.3% |
| 30D | +8.6% | -2.5% | +11.2% | +9.2% |
| 3M | -15.2% | +21.4% | -36.6% | -21.0% |
| 6M | +92.9% | +10.4% | +82.5% | +85.5% |
| YTD | +114.6% | +18.8% | +95.8% | +100.6% |
| 1Y | +208.5% | +21.7% | +186.8% | +185.7% |
| 3Y | +821.5% | -10.0% | +831.4% | +830.6% |
| 5Y | +101.8% | -1.8% | +103.7% | +97.3% |
| All | +448.2% | +21.2% | +427.0% | +429.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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