+115.5%
IBM vs HUT
+71.6%
+43.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.2% | -6.1% | -0.2% |
| 7D | -0.3% | +17.8% | -18.1% | -1.0% |
| 30D | +0.3% | +0.8% | -0.6% | +0.1% |
| 3M | -21.6% | -26.8% | +5.2% | -21.0% |
| 6M | -4.7% | +72.6% | -77.3% | -7.9% |
| YTD | -19.1% | +103.6% | -122.7% | -22.7% |
| 1Y | -2.5% | +265.3% | -267.8% | -9.9% |
| 3Y | +74.2% | +689.4% | -615.3% | +49.8% |
| All | +115.5% | +71.6% | +43.8% | +90.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling