+448.2%
HUT vs BG
+104.2%
+344.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.7% | +10.6% | +9.7% |
| 7D | +5.4% | +3.1% | +2.3% | +3.8% |
| 30D | +8.6% | +10.2% | -1.6% | +3.3% |
| 3M | -15.2% | -1.7% | -13.6% | -15.0% |
| 6M | +92.9% | +1.0% | +91.9% | +89.1% |
| YTD | +114.6% | +39.9% | +74.7% | +79.7% |
| 1Y | +208.5% | +53.2% | +155.3% | +143.9% |
| 3Y | +821.5% | +16.3% | +805.2% | +713.4% |
| 5Y | +101.8% | +83.9% | +18.0% | +34.9% |
| All | +448.2% | +104.2% | +344.0% | +157.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling