+239.5%
HUT vs IBN
+292.2%
-52.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.4% | +8.0% | +7.8% |
| 7D | +24.8% | +11.1% | +13.6% | +17.5% |
| 30D | -28.4% | +23.9% | -52.2% | -37.5% |
| 3M | -31.2% | +16.3% | -47.5% | -37.7% |
| 6M | -40.2% | +34.2% | -74.5% | -50.4% |
| YTD | +32.9% | +17.6% | +15.4% | +20.2% |
| 1Y | +39.1% | +13.8% | +25.2% | +27.9% |
| 3Y | +462.8% | +57.0% | +405.7% | +327.8% |
| 5Y | -13.9% | +75.3% | -89.2% | -35.8% |
| All | +239.5% | +292.2% | -52.7% | +85.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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