+448.2%
HUT vs IBKR
+439.4%
+8.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.2% | +6.6% | +6.8% |
| 7D | +5.4% | -1.3% | +6.8% | +6.8% |
| 30D | +8.6% | -0.2% | +8.9% | +8.3% |
| 3M | -15.2% | +3.0% | -18.2% | -18.1% |
| 6M | +92.9% | +33.9% | +59.0% | +50.1% |
| YTD | +114.6% | +42.5% | +72.1% | +60.9% |
| 1Y | +208.5% | +44.9% | +163.6% | +134.7% |
| 3Y | +821.5% | +293.0% | +528.5% | +224.7% |
| 5Y | +101.8% | +497.7% | -395.8% | -47.0% |
| All | +448.2% | +439.4% | +8.9% | +22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 10y: compounded portfolio wealth divided by compounded IBKR 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…
10y analysis · Full analysis span regression · 6 months rolling