-18.7%
IBM vs HUT
+20.9%
-39.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.5% | +0.1% |
| 7D | -1.5% | -10.9% | +9.4% | -1.4% |
| 30D | +8.4% | -32.6% | +41.0% | +9.2% |
| 3M | +4.2% | -33.7% | +37.9% | +4.7% |
| 6M | +7.9% | -42.3% | +50.3% | +8.5% |
| YTD | -15.2% | +23.6% | -38.8% | -19.3% |
| 1Y | -18.7% | +20.4% | -39.1% | -22.7% |
| All | -18.7% | +20.9% | -39.6% | -22.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling