+86.1%
HUT vs BTDR
+24.7%
+61.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.7% | -0.9% | -2.3% |
| 7D | +18.9% | +14.8% | +4.1% | +11.7% |
| 30D | +12.0% | +41.8% | -29.8% | -5.2% |
| 3M | -14.9% | -29.2% | +14.3% | -2.4% |
| 6M | +96.8% | +66.2% | +30.6% | +55.6% |
| YTD | +108.8% | +10.0% | +98.8% | +94.9% |
| 1Y | +227.4% | -11.0% | +238.3% | +227.1% |
| 3Y | +760.3% | +6.9% | +753.3% | +609.5% |
| 5Y | +86.1% | +24.7% | +61.4% | +27.2% |
| All | +86.1% | +24.7% | +61.4% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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