+420.1%
HUT vs IBB
+93.8%
+326.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.9% | +7.1% | +7.4% |
| 7D | +17.8% | +1.4% | +16.4% | +15.4% |
| 30D | +0.8% | +10.5% | -9.6% | -13.5% |
| 3M | -26.8% | +23.6% | -50.4% | -47.3% |
| 6M | +72.6% | +22.6% | +49.9% | +28.0% |
| YTD | +103.6% | +25.7% | +77.9% | +47.0% |
| 1Y | +265.3% | +51.4% | +213.9% | +106.8% |
| 3Y | +689.4% | +64.4% | +625.0% | +312.4% |
| 5Y | +75.3% | +22.1% | +53.2% | +40.0% |
| All | +420.1% | +93.8% | +326.4% | +193.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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