+217.0%
HUT vs BP
+80.3%
+136.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.1% | +8.2% | +8.2% |
| 7D | +3.7% | -6.9% | +10.5% | +8.3% |
| 30D | -32.3% | -3.6% | -28.7% | -31.1% |
| 3M | -35.6% | +8.4% | -44.1% | -39.2% |
| 6M | -42.1% | +5.3% | -47.4% | -44.9% |
| YTD | +24.1% | +33.2% | -9.0% | +0.8% |
| 1Y | +27.9% | +28.2% | -0.3% | +6.6% |
| 3Y | +409.1% | +49.2% | +359.9% | +279.8% |
| 5Y | -25.9% | +102.9% | -128.8% | -55.7% |
| All | +217.0% | +80.3% | +136.8% | +118.5% |
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