+346.3%
HUT vs BIYA
-99.9%
+446.2%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | 0.0% | -7.1% | -7.1% |
| 7D | +9.3% | +9.0% | +0.3% | +9.5% |
| 30D | -23.1% | -12.9% | -10.2% | -23.4% |
| 3M | -30.6% | -54.7% | +24.1% | -31.5% |
| 6M | -46.9% | -85.1% | +38.2% | -47.0% |
| YTD | +25.3% | -96.9% | +122.2% | +29.4% |
| 1Y | +59.8% | -98.5% | +158.4% | +68.5% |
| All | +346.3% | -99.9% | +446.2% | +391.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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