+85.5%
HUT vs BNS
+92.5%
-7.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.8% | -6.3% | -6.8% |
| 7D | +2.8% | -2.2% | +5.0% | +6.3% |
| 30D | +2.1% | +4.5% | -2.4% | -5.8% |
| 3M | -14.3% | +14.9% | -29.2% | -32.5% |
| 6M | +84.2% | +32.5% | +51.7% | +16.5% |
| YTD | +97.2% | +28.6% | +68.6% | +31.4% |
| 1Y | +192.7% | +48.4% | +144.4% | +53.4% |
| 3Y | +712.6% | +130.8% | +581.8% | +111.0% |
| 5Y | +85.5% | +94.8% | -9.3% | -27.1% |
| All | +85.5% | +92.5% | -7.0% | -27.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling