+215.7%
HUT vs BIIB
-11.3%
+226.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | -10.9% | +1.7% | -12.7% | -11.5% |
| 30D | -32.6% | +12.2% | -44.8% | -35.3% |
| 3M | -33.7% | +22.3% | -56.0% | -38.2% |
| 6M | -42.3% | +30.9% | -73.3% | -48.1% |
| YTD | +23.6% | +43.9% | -20.3% | +7.5% |
| 1Y | +20.4% | +62.1% | -41.7% | +0.4% |
| 3Y | +423.2% | +12.7% | +410.6% | +379.5% |
| 5Y | -19.4% | -5.1% | -14.3% | -22.7% |
| All | +215.7% | -11.3% | +226.9% | +196.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling