+792.3%
HUT vs BROS
+64.7%
+727.6%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.5% | +7.9% | +7.1% |
| 7D | +28.3% | -0.9% | +29.2% | +28.5% |
| 30D | +12.3% | -13.5% | +25.8% | +19.6% |
| 3M | -16.8% | -18.4% | +1.6% | -11.6% |
| 6M | +111.4% | -10.6% | +121.9% | +115.2% |
| YTD | +116.6% | -25.1% | +141.6% | +139.2% |
| 1Y | +290.5% | -28.6% | +319.1% | +337.4% |
| 3Y | +792.3% | +65.6% | +726.7% | +505.2% |
| All | +792.3% | +64.7% | +727.6% | +505.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling