+82.2%
IBM vs HUT
+445.7%
-363.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -7.1% | +8.1% | +1.3% |
| 7D | +1.6% | +9.3% | -7.8% | +1.2% |
| 30D | +9.2% | -23.1% | +32.3% | +9.9% |
| 3M | +4.9% | -30.6% | +35.5% | +5.7% |
| 6M | +16.8% | -46.9% | +63.6% | +18.3% |
| YTD | -14.3% | +25.3% | -39.6% | -17.3% |
| 1Y | -16.7% | +59.8% | -76.5% | -20.8% |
| 3Y | +82.2% | +467.2% | -385.0% | +56.8% |
| All | +82.2% | +445.7% | -363.5% | +56.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling