+136.1%
IBM vs HUT
+218.4%
-82.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.3% | -7.8% | +0.2% |
| 7D | -2.5% | +3.7% | -6.2% | -2.8% |
| 30D | +8.4% | -32.3% | +40.7% | +9.4% |
| 3M | +4.5% | -35.6% | +40.1% | +5.4% |
| 6M | +7.9% | -42.1% | +50.0% | +8.8% |
| YTD | -15.2% | +24.1% | -39.3% | -17.2% |
| 1Y | -17.6% | +27.9% | -45.5% | -19.8% |
| 3Y | +82.1% | +409.1% | -327.1% | +64.5% |
| 5Y | +143.3% | -25.9% | +169.3% | +124.4% |
| All | +136.1% | +218.4% | -82.3% | +77.7% |
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