+118.7%
HUT vs BROS
+38.3%
+80.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.0% | -1.6% | -2.7% |
| 7D | +18.9% | -6.6% | +25.5% | +22.4% |
| 30D | +12.0% | -12.3% | +24.3% | +18.4% |
| 3M | -14.9% | -22.2% | +7.3% | -7.2% |
| 6M | +96.8% | -14.3% | +111.1% | +105.3% |
| YTD | +108.8% | -26.6% | +135.4% | +133.5% |
| 1Y | +227.4% | -31.5% | +258.9% | +274.5% |
| 3Y | +760.3% | +62.3% | +698.0% | +517.5% |
| All | +118.7% | +38.3% | +80.4% | +102.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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