+244.6%
HUT vs BP
+85.3%
+159.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.3% | +0.8% |
| 7D | +34.9% | +2.5% | +32.4% | +33.2% |
| 30D | -25.9% | -5.6% | -20.3% | -23.6% |
| 3M | -31.7% | +8.0% | -39.8% | -35.3% |
| 6M | -42.2% | +5.7% | -47.9% | -45.1% |
| YTD | +34.9% | +36.8% | -1.9% | +8.1% |
| 1Y | +48.5% | +30.7% | +17.8% | +22.5% |
| 3Y | +471.2% | +51.6% | +419.6% | +323.2% |
| 5Y | -18.9% | +112.2% | -131.1% | -52.7% |
| All | +244.6% | +85.3% | +159.3% | +134.2% |
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