+453.2%
HUT vs BP
+81.5%
+371.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +2.4% | +3.9% | +5.0% |
| 7D | +28.3% | +0.9% | +27.3% | +27.6% |
| 30D | +12.3% | +9.1% | +3.2% | +6.8% |
| 3M | -16.8% | +3.9% | -20.7% | -19.0% |
| 6M | +111.4% | +13.6% | +97.7% | +90.2% |
| YTD | +116.6% | +34.0% | +82.5% | +77.2% |
| 1Y | +290.5% | +39.2% | +251.3% | +211.6% |
| 3Y | +792.3% | +36.4% | +755.9% | +606.1% |
| 5Y | +94.1% | +135.8% | -41.7% | +6.8% |
| All | +453.2% | +81.5% | +371.7% | +284.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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