+420.1%
HUT vs HBM
+264.0%
+156.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.9% | +7.1% | +6.7% |
| 7D | +17.8% | -6.4% | +24.1% | +21.6% |
| 30D | +0.8% | +5.9% | -5.1% | -2.2% |
| 3M | -26.8% | -8.9% | -17.9% | -24.4% |
| 6M | +72.6% | +10.7% | +61.9% | +63.7% |
| YTD | +103.6% | +38.3% | +65.4% | +76.3% |
| 1Y | +265.3% | +121.3% | +143.9% | +160.7% |
| 3Y | +689.4% | +450.6% | +238.8% | +273.5% |
| 5Y | +75.3% | +338.0% | -262.6% | -11.1% |
| All | +420.1% | +264.0% | +156.1% | +93.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling