+420.1%
HUT vs BR
+88.9%
+331.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.4% | +9.6% | +8.2% |
| 7D | +17.8% | -5.3% | +23.1% | +21.5% |
| 30D | +0.8% | +6.4% | -5.6% | -3.8% |
| 3M | -26.8% | +13.6% | -40.4% | -34.8% |
| 6M | +72.6% | -6.7% | +79.3% | +73.6% |
| YTD | +103.6% | -21.1% | +124.7% | +128.3% |
| 1Y | +265.3% | -29.6% | +294.8% | +346.2% |
| 3Y | +689.4% | -2.4% | +691.8% | +632.2% |
| 5Y | +75.3% | +11.2% | +64.1% | +49.0% |
| All | +420.1% | +88.9% | +331.2% | +265.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling