+420.1%
HUT vs INCY
+38.1%
+382.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.0% | +7.2% | +6.6% |
| 7D | +17.8% | +1.9% | +15.9% | +16.9% |
| 30D | +0.8% | +5.8% | -5.0% | -1.3% |
| 3M | -26.8% | +25.2% | -52.0% | -34.0% |
| 6M | +72.6% | +28.2% | +44.3% | +54.2% |
| YTD | +103.6% | +28.3% | +75.3% | +81.9% |
| 1Y | +265.3% | +48.3% | +216.9% | +208.2% |
| 3Y | +689.4% | +95.9% | +593.5% | +480.9% |
| 5Y | +75.3% | +66.6% | +8.8% | +39.2% |
| All | +420.1% | +38.1% | +382.1% | +278.7% |
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