+220.1%
HUT vs JBL
+868.3%
-648.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -2.2% | -4.9% | -5.3% |
| 7D | +9.3% | +6.3% | +3.0% | +4.3% |
| 30D | -23.1% | -13.5% | -9.6% | -11.3% |
| 3M | -30.6% | -31.3% | +0.7% | -3.1% |
| 6M | -46.9% | -28.4% | -18.4% | -28.0% |
| YTD | +25.3% | +11.6% | +13.7% | +24.1% |
| 1Y | +59.8% | +26.1% | +33.7% | +46.0% |
| 3Y | +467.2% | +97.4% | +369.8% | +262.7% |
| 5Y | -24.6% | +301.0% | -325.6% | -70.6% |
| All | +220.1% | +868.3% | -648.2% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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