+94.1%
HUT vs IAG
+766.8%
-672.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.8% | +8.2% | +7.0% |
| 7D | +28.3% | +4.3% | +24.0% | +26.2% |
| 30D | +12.3% | +9.8% | +2.5% | +8.4% |
| 3M | -16.8% | +28.9% | -45.7% | -25.3% |
| 6M | +111.4% | -7.6% | +118.9% | +114.8% |
| YTD | +116.6% | +22.0% | +94.6% | +101.4% |
| 1Y | +290.5% | +99.5% | +191.0% | +214.3% |
| 3Y | +792.3% | +818.3% | -26.0% | +312.2% |
| 5Y | +94.1% | +785.9% | -691.8% | -15.8% |
| All | +94.1% | +766.8% | -672.7% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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