+448.2%
HUT vs BRKR
+81.8%
+366.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.2% | +9.1% | +9.0% |
| 7D | +5.4% | -8.7% | +14.1% | +11.4% |
| 30D | +8.6% | -9.9% | +18.5% | +16.0% |
| 3M | -15.2% | -3.1% | -12.1% | -15.7% |
| 6M | +92.9% | +45.5% | +47.4% | +49.6% |
| YTD | +114.6% | +13.7% | +100.9% | +91.6% |
| 1Y | +208.5% | +67.4% | +141.1% | +114.1% |
| 3Y | +821.5% | -13.2% | +834.7% | +746.5% |
| 5Y | +101.8% | -39.5% | +141.3% | +139.3% |
| All | +448.2% | +81.8% | +366.5% | +320.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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