+220.1%
HUT vs BIIB
-11.2%
+231.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.2% | -8.3% | -7.5% |
| 7D | +9.3% | +2.0% | +7.3% | +8.7% |
| 30D | -23.1% | +8.8% | -31.9% | -25.4% |
| 3M | -30.6% | +20.3% | -50.9% | -34.9% |
| 6M | -46.9% | +23.9% | -70.7% | -51.3% |
| YTD | +25.3% | +44.0% | -18.7% | +9.0% |
| 1Y | +59.8% | +53.8% | +6.0% | +35.9% |
| 3Y | +467.2% | +13.8% | +453.4% | +417.7% |
| 5Y | -24.6% | -6.3% | -18.3% | -27.5% |
| All | +220.1% | -11.2% | +231.3% | +200.3% |
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