+139.8%
IBM vs HUT
+240.9%
-101.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +7.6% | -6.0% | +1.3% |
| 7D | -1.7% | +24.8% | -26.5% | -2.4% |
| 30D | +10.1% | -28.4% | +38.5% | +10.9% |
| 3M | +4.8% | -31.2% | +36.1% | +5.5% |
| 6M | +12.6% | -40.2% | +52.9% | +13.4% |
| YTD | -13.9% | +32.9% | -46.8% | -16.1% |
| 1Y | -18.7% | +39.1% | -57.8% | -21.1% |
| 3Y | +81.9% | +462.8% | -380.9% | +63.8% |
| 5Y | +148.3% | -13.9% | +162.2% | +128.0% |
| All | +139.8% | +240.9% | -101.2% | +80.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 HUT 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