+220.1%
HUT vs BNS
+133.3%
+86.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.1% | -7.0% | -7.0% |
| 7D | +9.3% | +0.9% | +8.4% | +8.4% |
| 30D | -23.1% | +2.8% | -25.9% | -25.9% |
| 3M | -30.6% | +3.0% | -33.6% | -33.4% |
| 6M | -46.9% | +23.3% | -70.1% | -58.1% |
| YTD | +25.3% | +29.3% | -4.0% | -4.2% |
| 1Y | +59.8% | +41.7% | +18.1% | +10.6% |
| 3Y | +467.2% | +147.7% | +319.5% | +129.8% |
| 5Y | -24.6% | +79.4% | -104.0% | -56.9% |
| All | +220.1% | +133.3% | +86.8% | +32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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