+31.3%
HUT vs BROS
+10.5%
+20.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +6.5% | -13.6% | -10.0% |
| 7D | +9.3% | +6.3% | +3.0% | +6.0% |
| 30D | -23.1% | -8.3% | -14.8% | -21.6% |
| 3M | -30.6% | -29.8% | -0.8% | -20.9% |
| 6M | -46.9% | -25.8% | -21.0% | -42.8% |
| YTD | +25.3% | -41.4% | +66.7% | +51.2% |
| 1Y | +59.8% | -35.2% | +95.0% | +83.1% |
| 3Y | +467.2% | +32.8% | +434.4% | +334.5% |
| 5Y | -24.6% | -42.2% | +17.5% | -28.4% |
| All | +31.3% | +10.5% | +20.8% | +31.2% |
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