+86.3%
HUT vs BP
+128.1%
-41.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.5% | +5.7% | +5.9% |
| 7D | +17.8% | +3.9% | +13.8% | +15.5% |
| 30D | +0.8% | +7.6% | -6.8% | -2.8% |
| 3M | -26.8% | +0.7% | -27.5% | -27.1% |
| 6M | +72.6% | +15.5% | +57.1% | +54.0% |
| YTD | +103.6% | +30.8% | +72.8% | +70.2% |
| 1Y | +265.3% | +34.3% | +231.0% | +200.3% |
| 3Y | +689.4% | +35.1% | +654.4% | +534.9% |
| All | +86.3% | +128.1% | -41.8% | +26.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling