+420.1%
HUT vs BMRN
-19.6%
+439.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.2% | +6.0% | +6.1% |
| 7D | +17.8% | +2.9% | +14.9% | +16.0% |
| 30D | +0.8% | +11.0% | -10.2% | -5.2% |
| 3M | -26.8% | +17.8% | -44.6% | -34.0% |
| 6M | +72.6% | +10.1% | +62.5% | +60.8% |
| YTD | +103.6% | +11.9% | +91.7% | +87.5% |
| 1Y | +265.3% | +17.2% | +248.0% | +226.9% |
| 3Y | +689.4% | -28.5% | +717.9% | +788.8% |
| 5Y | +75.3% | -21.7% | +97.0% | +93.4% |
| All | +420.1% | -19.6% | +439.8% | +474.6% |
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