+420.1%
HUT vs IAG
+297.7%
+122.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.2% | +8.4% | +6.9% |
| 7D | +17.8% | -0.5% | +18.3% | +18.0% |
| 30D | +0.8% | +28.9% | -28.0% | -7.8% |
| 3M | -26.8% | +19.1% | -45.9% | -31.4% |
| 6M | +72.6% | -10.3% | +82.8% | +77.4% |
| YTD | +103.6% | +24.2% | +79.4% | +89.9% |
| 1Y | +265.3% | +116.5% | +148.8% | +191.5% |
| 3Y | +689.4% | +742.8% | -53.4% | +297.4% |
| 5Y | +75.3% | +753.3% | -678.0% | -19.5% |
| All | +420.1% | +297.7% | +122.5% | +184.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling