+265.3%
HUT vs BG
+50.1%
+215.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.2% | +7.4% | +6.4% |
| 7D | +17.8% | +2.8% | +15.0% | +16.9% |
| 30D | +0.8% | +12.0% | -11.2% | -1.6% |
| 3M | -26.8% | -7.7% | -19.1% | -25.6% |
| 6M | +72.6% | +4.5% | +68.1% | +68.0% |
| YTD | +103.6% | +35.7% | +67.9% | +98.7% |
| 1Y | +265.3% | +50.1% | +215.2% | +267.5% |
| All | +265.3% | +50.1% | +215.2% | +267.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 1y: compounded portfolio wealth divided by compounded BG 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…
1y analysis · Full analysis span regression · 6 months rolling