-33.8%
HUT vs BROS
-50.1%
+16.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | -2.3% | +16.9% | +15.8% |
| 7D | -11.4% | -21.2% | +9.9% | -1.4% |
| 30D | -41.0% | -11.6% | -29.5% | -39.0% |
| 3M | -41.9% | -36.7% | -5.2% | -28.4% |
| 6M | -51.7% | -42.8% | -8.8% | -39.3% |
| YTD | +14.6% | -44.8% | +59.4% | +47.1% |
| 1Y | +21.4% | -36.5% | +57.9% | +43.6% |
| 3Y | +359.8% | +27.0% | +332.9% | +221.0% |
| All | -33.8% | -50.1% | +16.3% | -24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling