+448.2%
HUT vs BNS
+133.5%
+314.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.7% | +8.2% | +8.1% |
| 7D | +5.4% | -0.4% | +5.8% | +5.8% |
| 30D | +8.6% | +3.5% | +5.2% | +4.4% |
| 3M | -15.2% | +14.1% | -29.3% | -26.7% |
| 6M | +92.9% | +33.8% | +59.1% | +42.7% |
| YTD | +114.6% | +29.5% | +85.2% | +65.1% |
| 1Y | +208.5% | +48.4% | +160.1% | +105.0% |
| 3Y | +821.5% | +129.6% | +691.9% | +304.2% |
| 5Y | +101.8% | +96.1% | +5.8% | +9.5% |
| All | +448.2% | +133.5% | +314.7% | +128.0% |
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