+433.3%
HUT vs BLDR
+182.6%
+250.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.9% | -1.7% | -2.6% |
| 7D | +18.9% | -2.7% | +21.6% | +20.5% |
| 30D | +12.0% | -14.7% | +26.7% | +20.8% |
| 3M | -14.9% | -20.8% | +6.0% | -6.5% |
| 6M | +96.8% | -35.3% | +132.1% | +142.4% |
| YTD | +108.8% | -40.3% | +149.1% | +167.0% |
| 1Y | +227.4% | -56.3% | +283.7% | +390.3% |
| 3Y | +760.3% | -56.1% | +816.4% | +1,110.8% |
| 5Y | +86.1% | +12.9% | +73.2% | +63.8% |
| All | +433.3% | +182.6% | +250.7% | +155.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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