+215.7%
HUT vs IONS
-47.2%
+262.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -9.1% | +8.6% | +3.6% |
| 7D | -10.9% | -30.3% | +19.3% | +2.3% |
| 30D | -32.6% | -37.7% | +5.1% | -18.3% |
| 3M | -33.7% | -50.5% | +16.8% | -11.6% |
| 6M | -42.3% | -62.8% | +20.4% | -14.8% |
| YTD | +23.6% | -64.4% | +87.9% | +87.9% |
| 1Y | +20.4% | -59.5% | +79.8% | +72.7% |
| 3Y | +423.2% | -39.2% | +462.4% | +485.4% |
| 5Y | -19.4% | -15.3% | -4.1% | -22.8% |
| All | +215.7% | -47.2% | +262.9% | +241.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling