+448.2%
HUT vs BMRN
-20.7%
+468.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.3% | +8.6% | +8.7% |
| 7D | +5.4% | -1.3% | +6.7% | +5.9% |
| 30D | +8.6% | -6.5% | +15.1% | +12.4% |
| 3M | -15.2% | +18.3% | -33.5% | -23.8% |
| 6M | +92.9% | +8.9% | +84.0% | +80.6% |
| YTD | +114.6% | +10.5% | +104.1% | +98.6% |
| 1Y | +208.5% | +17.5% | +191.0% | +175.9% |
| 3Y | +821.5% | -27.7% | +849.2% | +928.7% |
| 5Y | +101.8% | -15.8% | +117.6% | +116.0% |
| All | +448.2% | -20.7% | +468.9% | +508.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BMRN.
Daily Out/Under-Performance
Portfolio return minus BMRN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMRN 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 BMRN 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