+215.7%
HUT vs BLDR
+189.7%
+25.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.6% | +4.2% | +1.8% |
| 7D | -10.9% | -1.1% | -9.9% | -12.3% |
| 30D | -32.6% | +19.1% | -51.7% | -41.5% |
| 3M | -33.7% | -12.6% | -21.2% | -32.8% |
| 6M | -42.3% | -18.7% | -23.6% | -40.8% |
| YTD | +23.6% | -38.8% | +62.4% | +48.6% |
| 1Y | +20.4% | -41.2% | +61.6% | +47.5% |
| 3Y | +423.2% | -49.4% | +472.6% | +552.9% |
| 5Y | -19.4% | -6.0% | -13.5% | -26.9% |
| All | +215.7% | +189.7% | +25.9% | +42.2% |
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