+220.1%
HUT vs BMRN
-30.9%
+251.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.9% | -8.0% | -7.6% |
| 7D | +9.3% | +2.1% | +7.2% | +8.2% |
| 30D | -23.1% | +3.8% | -26.9% | -25.3% |
| 3M | -30.6% | -16.5% | -14.1% | -24.7% |
| 6M | -46.9% | +6.9% | -53.7% | -50.5% |
| YTD | +25.3% | -3.7% | +29.0% | +23.4% |
| 1Y | +59.8% | +5.6% | +54.3% | +49.7% |
| 3Y | +467.2% | -31.4% | +498.6% | +547.3% |
| 5Y | -24.6% | -30.0% | +5.3% | -12.3% |
| All | +220.1% | -30.9% | +251.0% | +278.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling