-7.0%
IBM vs HUT
+290.3%
-297.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.4% | -7.5% | -1.4% |
| 7D | +0.3% | +28.3% | -28.0% | -0.5% |
| 30D | -1.5% | +12.3% | -13.8% | -1.9% |
| 3M | -16.8% | -16.8% | +0.1% | -16.5% |
| 6M | -9.0% | +111.4% | -120.4% | -13.0% |
| YTD | -20.1% | +116.6% | -136.6% | -24.2% |
| 1Y | -7.0% | +290.5% | -297.5% | -6.0% |
| All | -7.0% | +290.3% | -297.3% | -6.0% |
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