-21.3%
HUT vs HBM
+194.0%
-215.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -1.1% | -6.0% | -6.3% |
| 7D | +9.3% | +2.2% | +7.1% | +7.7% |
| 30D | -23.1% | -11.8% | -11.3% | -16.2% |
| 3M | -30.6% | -19.2% | -11.4% | -19.6% |
| 6M | -46.9% | -22.9% | -24.0% | -37.9% |
| YTD | +25.3% | +7.8% | +17.5% | +19.4% |
| 1Y | +59.8% | +34.9% | +24.9% | +32.8% |
| 3Y | +467.2% | +422.2% | +45.0% | +93.1% |
| All | -21.3% | +194.0% | -215.3% | -62.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling