+239.5%
HUT vs BLDR
+187.0%
+52.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.9% | +8.5% | +8.0% |
| 7D | +24.8% | -10.3% | +35.1% | +31.3% |
| 30D | -28.4% | +19.6% | -47.9% | -38.0% |
| 3M | -31.2% | -17.0% | -14.2% | -28.3% |
| 6M | -40.2% | -16.7% | -23.5% | -39.4% |
| YTD | +32.9% | -39.4% | +72.3% | +60.5% |
| 1Y | +39.1% | -41.7% | +80.7% | +71.0% |
| 3Y | +462.8% | -49.9% | +512.6% | +605.2% |
| 5Y | -13.9% | -7.6% | -6.3% | -21.3% |
| All | +239.5% | +187.0% | +52.5% | +53.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling