+403.8%
HUT vs IDXX
+159.8%
+244.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.7% | -3.9% | -4.3% |
| 7D | +2.8% | -4.3% | +7.1% | +6.2% |
| 30D | +2.1% | -13.7% | +15.7% | +12.4% |
| 3M | -14.3% | -9.1% | -5.2% | -11.5% |
| 6M | +84.2% | -15.4% | +99.6% | +102.0% |
| YTD | +97.2% | -25.1% | +122.3% | +137.4% |
| 1Y | +192.7% | -20.6% | +213.3% | +234.1% |
| 3Y | +712.6% | +8.7% | +703.8% | +565.2% |
| 5Y | +85.5% | -25.7% | +111.2% | +98.7% |
| All | +403.8% | +159.8% | +244.0% | +248.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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