+192.7%
HUT vs IONS
-26.2%
+218.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | +1.6% | +13.0% | +13.8% |
| 7D | -11.4% | -9.4% | -1.9% | -7.0% |
| 30D | -41.0% | -10.7% | -30.3% | -37.5% |
| 3M | -41.9% | -27.7% | -14.3% | -33.0% |
| 6M | -51.7% | -48.7% | -3.0% | -36.4% |
| YTD | +14.6% | -50.2% | +64.8% | +53.9% |
| 1Y | +21.4% | -46.8% | +68.2% | +58.2% |
| 3Y | +359.8% | -14.8% | +374.7% | +354.2% |
| 5Y | -27.5% | +17.0% | -44.5% | -38.3% |
| All | +192.7% | -26.2% | +218.9% | +180.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling