+113.3%
HUT vs BROS
+43.3%
+70.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.7% | +5.5% | +5.9% |
| 7D | +17.8% | -6.7% | +24.5% | +21.3% |
| 30D | +0.8% | -29.1% | +29.9% | +16.4% |
| 3M | -26.8% | -16.7% | -10.1% | -22.7% |
| 6M | +72.6% | -11.6% | +84.2% | +77.5% |
| YTD | +103.6% | -23.9% | +127.5% | +124.1% |
| 1Y | +265.3% | -34.8% | +300.1% | +327.3% |
| 3Y | +689.4% | +62.1% | +627.3% | +466.1% |
| All | +113.3% | +43.3% | +70.0% | +94.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling