+80.4%
IBM vs HUT
+336.9%
-256.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +14.6% | -15.4% | -1.4% |
| 7D | -5.0% | -11.4% | +6.4% | -4.8% |
| 30D | +11.1% | -41.0% | +52.1% | +12.9% |
| 3M | +5.7% | -41.9% | +47.6% | +7.2% |
| 6M | +10.1% | -51.7% | +61.8% | +12.0% |
| YTD | -15.6% | +14.6% | -30.2% | -18.3% |
| 1Y | -19.5% | +21.4% | -40.9% | -22.6% |
| 3Y | +80.4% | +359.8% | -279.4% | +56.1% |
| All | +80.4% | +336.9% | -256.5% | +56.1% |
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 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