+972.2%
HUT vs BTSG
+382.3%
+589.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -6.6% | +1.1% | -1.8% |
| 7D | +2.8% | -5.8% | +8.6% | +6.5% |
| 30D | +2.1% | 0.0% | +2.1% | +1.9% |
| 3M | -14.3% | -4.5% | -9.8% | -13.9% |
| 6M | +84.2% | +40.0% | +44.2% | +47.8% |
| YTD | +97.2% | +54.6% | +42.7% | +49.2% |
| 1Y | +192.7% | +106.1% | +86.6% | +90.3% |
| All | +972.2% | +382.3% | +589.9% | +328.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 10y: compounded portfolio wealth divided by compounded BTSG 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…
10y analysis · Full analysis span regression · 6 months rolling