+467.2%
HUT vs BR
+14.9%
+452.2%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.5% | -7.6% | -7.0% |
| 7D | +9.3% | +1.1% | +8.3% | +9.5% |
| 30D | -23.1% | +14.4% | -37.5% | -22.1% |
| 3M | -30.6% | +12.4% | -43.0% | -29.6% |
| 6M | -46.9% | +35.4% | -82.3% | -47.8% |
| YTD | +25.3% | -12.2% | +37.5% | +49.7% |
| 1Y | +59.8% | -12.7% | +72.6% | +91.9% |
| 3Y | +467.2% | +14.3% | +452.9% | +440.4% |
| All | +467.2% | +14.9% | +452.2% | +440.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling