+453.2%
HUT vs IONS
+6.2%
+447.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -2.4% | +8.7% | +7.5% |
| 7D | +28.3% | -5.3% | +33.6% | +31.1% |
| 30D | +12.3% | +0.3% | +12.0% | +11.4% |
| 3M | -16.8% | -22.9% | +6.1% | -9.6% |
| 6M | +111.4% | -23.4% | +134.8% | +131.3% |
| YTD | +116.6% | -28.3% | +144.9% | +145.6% |
| 1Y | +290.5% | -7.0% | +297.5% | +292.2% |
| 3Y | +792.3% | +37.6% | +754.7% | +591.3% |
| 5Y | +94.1% | +53.4% | +40.7% | +43.7% |
| All | +453.2% | +6.2% | +447.0% | +346.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded IONS 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling