+244.6%
HUT vs INCY
+32.6%
+212.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.7% |
| 7D | +34.9% | +3.1% | +31.7% | +33.6% |
| 30D | -25.9% | +12.0% | -37.9% | -29.6% |
| 3M | -31.7% | +0.8% | -32.5% | -32.6% |
| 6M | -42.2% | +22.8% | -65.0% | -48.3% |
| YTD | +34.9% | +23.2% | +11.7% | +21.1% |
| 1Y | +48.5% | +12.4% | +36.1% | +38.2% |
| 3Y | +471.2% | +132.1% | +339.1% | +288.1% |
| 5Y | -18.9% | +85.5% | -104.4% | -37.6% |
| All | +244.6% | +32.6% | +212.0% | +152.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling