+192.7%
HUT vs BG
+52.8%
+139.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.9% | -6.4% | -5.7% |
| 7D | +2.8% | +3.7% | -0.9% | +2.0% |
| 30D | +2.1% | +12.3% | -10.3% | -0.7% |
| 3M | -14.3% | -2.2% | -12.1% | -13.7% |
| 6M | +84.2% | +5.3% | +78.9% | +79.2% |
| YTD | +97.2% | +42.4% | +54.8% | +86.2% |
| 1Y | +192.7% | +55.2% | +137.5% | +176.9% |
| All | +192.7% | +52.8% | +139.9% | +176.9% |
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