+453.2%
HUT vs BN
+201.0%
+252.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -2.6% | +8.9% | +9.0% |
| 7D | +28.3% | -1.2% | +29.4% | +29.7% |
| 30D | +12.3% | -10.9% | +23.2% | +25.7% |
| 3M | -16.8% | -11.1% | -5.7% | -7.8% |
| 6M | +111.4% | -4.4% | +115.7% | +119.3% |
| YTD | +116.6% | -14.1% | +130.7% | +153.0% |
| 1Y | +290.5% | -11.1% | +301.5% | +349.1% |
| 3Y | +792.3% | +75.6% | +716.7% | +463.9% |
| 5Y | +94.1% | +35.8% | +58.3% | +67.2% |
| All | +453.2% | +201.0% | +252.2% | +244.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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