+792.3%
HUT vs HBM
+522.1%
+270.2%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +5.8% | +0.6% | +2.3% |
| 7D | +28.3% | +7.4% | +20.9% | +22.1% |
| 30D | +12.3% | +5.1% | +7.2% | +8.2% |
| 3M | -16.8% | +11.1% | -27.9% | -24.9% |
| 6M | +111.4% | +30.2% | +81.2% | +70.8% |
| YTD | +116.6% | +46.2% | +70.3% | +64.6% |
| 1Y | +290.5% | +120.0% | +170.4% | +135.1% |
| 3Y | +792.3% | +527.4% | +264.9% | +155.8% |
| All | +792.3% | +522.1% | +270.2% | +155.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling