+433.3%
HUT vs HBM
+282.6%
+150.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -3.3% |
| 7D | +18.9% | +5.5% | +13.4% | +15.9% |
| 30D | +12.0% | +3.3% | +8.7% | +10.2% |
| 3M | -14.9% | +12.7% | -27.5% | -20.8% |
| 6M | +96.8% | +28.2% | +68.6% | +74.1% |
| YTD | +108.8% | +45.3% | +63.5% | +76.5% |
| 1Y | +227.4% | +121.7% | +105.7% | +133.3% |
| 3Y | +760.3% | +523.5% | +236.7% | +285.8% |
| 5Y | +86.1% | +393.9% | -307.8% | -9.7% |
| All | +433.3% | +282.6% | +150.8% | +93.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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