+1.7%
HUT vs INCY
+20.6%
-18.9%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | +4.5% | -27.7% | -23.6% |
| 7D | -29.5% | +5.1% | -34.7% | -30.2% |
| 30D | -45.2% | +7.6% | -52.8% | -46.0% |
| 3M | -51.6% | +1.9% | -53.5% | -51.6% |
| 6M | -37.3% | +26.5% | -63.8% | -46.3% |
| YTD | +6.5% | +24.4% | -17.8% | -9.6% |
| 1Y | +1.7% | +19.4% | -17.6% | -10.0% |
| All | +1.7% | +20.6% | -18.9% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside INCY.
Daily Out/Under-Performance
Portfolio return minus INCY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INCY 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 1y: compounded portfolio wealth divided by compounded INCY 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…
1y analysis · Full analysis span regression · 6 months rolling