+239.5%
HUT vs HBM
+191.2%
+48.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | 0.0% | +7.6% | +7.6% |
| 7D | +24.8% | -1.3% | +26.0% | +25.7% |
| 30D | -28.4% | -14.8% | -13.5% | -22.2% |
| 3M | -31.2% | -20.7% | -10.5% | -22.4% |
| 6M | -40.2% | -13.9% | -26.3% | -36.0% |
| YTD | +32.9% | +10.6% | +22.3% | +29.2% |
| 1Y | +39.1% | +32.4% | +6.7% | +25.7% |
| 3Y | +462.8% | +432.0% | +30.8% | +178.9% |
| 5Y | -13.9% | +205.5% | -219.3% | -48.9% |
| All | +239.5% | +191.2% | +48.3% | +41.5% |
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