+448.2%
HUT vs BLK
+142.9%
+305.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.6% | +7.2% | +7.1% |
| 7D | +5.4% | -3.3% | +8.7% | +9.3% |
| 30D | +8.6% | -6.5% | +15.1% | +15.8% |
| 3M | -15.2% | +6.7% | -22.0% | -22.8% |
| 6M | +92.9% | +14.7% | +78.1% | +65.2% |
| YTD | +114.6% | +2.5% | +112.1% | +106.4% |
| 1Y | +208.5% | -2.8% | +211.3% | +217.2% |
| 3Y | +821.5% | +65.9% | +755.6% | +464.6% |
| 5Y | +101.8% | +33.0% | +68.9% | +59.7% |
| All | +448.2% | +142.9% | +305.3% | +159.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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