+1.7%
HUT vs BRO
-3.6%
+5.3%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | +4.5% | -27.7% | -18.1% |
| 7D | -29.5% | +12.4% | -42.0% | -18.1% |
| 30D | -45.2% | +21.6% | -66.8% | -29.9% |
| 3M | -51.6% | +4.3% | -55.9% | -46.0% |
| 6M | -37.3% | +29.2% | -66.5% | -16.8% |
| YTD | +6.5% | -6.4% | +12.9% | +17.5% |
| 1Y | +1.7% | -5.3% | +7.0% | +10.5% |
| All | +1.7% | -3.6% | +5.3% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 1y: compounded portfolio wealth divided by compounded BRO 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…
1y analysis · Full analysis span regression · 6 months rolling