+448.2%
HUT vs BRO
+168.6%
+279.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.2% | +9.0% | +8.9% |
| 7D | +5.4% | -7.3% | +12.7% | +8.4% |
| 30D | +8.6% | -6.9% | +15.5% | +11.0% |
| 3M | -15.2% | +10.7% | -25.9% | -22.1% |
| 6M | +92.9% | -2.7% | +95.6% | +87.0% |
| YTD | +114.6% | -16.3% | +131.0% | +123.1% |
| 1Y | +208.5% | -29.1% | +237.6% | +250.7% |
| 3Y | +821.5% | -7.8% | +829.3% | +731.4% |
| 5Y | +101.8% | +18.7% | +83.1% | +57.8% |
| All | +448.2% | +168.6% | +279.7% | +255.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling