+433.3%
HUT vs BRO
+169.9%
+263.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.4% | -1.2% | -2.7% |
| 7D | +18.9% | -7.6% | +26.5% | +22.4% |
| 30D | +12.0% | -6.9% | +18.8% | +14.4% |
| 3M | -14.9% | +12.8% | -27.7% | -22.5% |
| 6M | +96.8% | -5.9% | +102.7% | +94.3% |
| YTD | +108.8% | -15.9% | +124.7% | +116.6% |
| 1Y | +227.4% | -28.1% | +255.5% | +269.4% |
| 3Y | +760.3% | -7.0% | +767.3% | +672.3% |
| 5Y | +86.1% | +18.0% | +68.1% | +46.0% |
| All | +433.3% | +169.9% | +263.4% | +244.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling