+448.2%
HUT vs BR
+83.3%
+365.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.3% | +9.1% | +9.0% |
| 7D | +5.4% | -3.0% | +8.4% | +7.2% |
| 30D | +8.6% | -0.3% | +8.9% | +8.0% |
| 3M | -15.2% | +17.3% | -32.5% | -26.5% |
| 6M | +92.9% | -6.7% | +99.6% | +94.2% |
| YTD | +114.6% | -23.4% | +138.1% | +144.7% |
| 1Y | +208.5% | -32.7% | +241.2% | +288.3% |
| 3Y | +821.5% | -5.9% | +827.4% | +774.2% |
| 5Y | +101.8% | +8.4% | +93.4% | +74.0% |
| All | +448.2% | +83.3% | +365.0% | +291.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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