+244.6%
HUT vs BIIB
-12.3%
+256.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.9% |
| 7D | +34.9% | +2.7% | +32.2% | +33.9% |
| 30D | -25.9% | +9.4% | -35.3% | -28.3% |
| 3M | -31.7% | +19.9% | -51.6% | -35.9% |
| 6M | -42.2% | +25.6% | -67.9% | -47.4% |
| YTD | +34.9% | +42.3% | -7.4% | +17.8% |
| 1Y | +48.5% | +55.1% | -6.6% | +25.8% |
| 3Y | +471.2% | +11.4% | +459.8% | +425.2% |
| 5Y | -18.9% | -7.4% | -11.5% | -21.7% |
| All | +244.6% | -12.3% | +256.8% | +224.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 BIIB 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