+215.7%
HUT vs BN
+225.5%
-9.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | +0.9% |
| 7D | -10.9% | +4.3% | -15.3% | -16.5% |
| 30D | -32.6% | +14.3% | -46.9% | -43.3% |
| 3M | -33.7% | -4.1% | -29.6% | -33.2% |
| 6M | -42.3% | -9.7% | -32.7% | -39.0% |
| YTD | +23.6% | -7.1% | +30.7% | +29.4% |
| 1Y | +20.4% | -7.4% | +27.8% | +27.9% |
| 3Y | +423.2% | +102.3% | +320.9% | +182.1% |
| 5Y | -19.4% | +35.9% | -55.4% | -34.7% |
| All | +215.7% | +225.5% | -9.9% | +76.4% |
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