+86.1%
HUT vs INCY
+69.9%
+16.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.3% | -4.9% | -4.1% |
| 7D | +18.9% | -2.2% | +21.1% | +19.8% |
| 30D | +12.0% | +3.7% | +8.3% | +10.3% |
| 3M | -14.9% | +22.1% | -36.9% | -23.3% |
| 6M | +96.8% | +29.8% | +67.0% | +71.7% |
| YTD | +108.8% | +27.6% | +81.2% | +83.7% |
| 1Y | +227.4% | +47.2% | +180.2% | +170.6% |
| 3Y | +760.3% | +97.0% | +663.3% | +515.2% |
| 5Y | +86.1% | +73.4% | +12.7% | +39.5% |
| All | +86.1% | +69.9% | +16.2% | +39.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling