+86.1%
HUT vs HBM
+392.2%
-306.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -3.2% |
| 7D | +18.9% | +5.5% | +13.4% | +14.7% |
| 30D | +12.0% | +3.3% | +8.7% | +9.4% |
| 3M | -14.9% | +12.7% | -27.5% | -23.5% |
| 6M | +96.8% | +28.2% | +68.6% | +63.1% |
| YTD | +108.8% | +45.3% | +63.5% | +61.4% |
| 1Y | +227.4% | +121.7% | +105.7% | +97.8% |
| 3Y | +760.3% | +523.5% | +236.7% | +150.7% |
| 5Y | +86.1% | +393.9% | -307.8% | -34.6% |
| All | +86.1% | +392.2% | -306.2% | -34.6% |
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