+420.1%
HUT vs BTG
+140.2%
+280.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.4% | +7.6% | +6.8% |
| 7D | +17.8% | -0.9% | +18.7% | +18.2% |
| 30D | +0.8% | +36.8% | -36.0% | -12.3% |
| 3M | -26.8% | +23.1% | -49.9% | -33.7% |
| 6M | +72.6% | +3.5% | +69.1% | +66.2% |
| YTD | +103.6% | +25.5% | +78.1% | +82.4% |
| 1Y | +265.3% | +40.1% | +225.2% | +212.6% |
| 3Y | +689.4% | +101.1% | +588.3% | +461.1% |
| 5Y | +75.3% | +70.6% | +4.8% | +30.9% |
| All | +420.1% | +140.2% | +280.0% | +266.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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