+227.2%
IONQ vs HUT
+282.7%
-55.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +8.3% | 0.0% | +5.5% |
| 7D | +25.5% | +3.7% | +21.8% | +23.0% |
| 30D | -11.4% | -32.3% | +20.9% | +0.1% |
| 3M | -20.5% | -35.6% | +15.2% | -10.4% |
| 6M | -28.2% | -42.1% | +13.9% | -17.6% |
| YTD | -21.2% | +24.1% | -45.4% | -31.8% |
| 1Y | -40.4% | +27.9% | -68.3% | -49.4% |
| 3Y | +214.7% | +409.1% | -194.4% | +54.7% |
| 5Y | +56.9% | -25.9% | +82.8% | -11.7% |
| All | +227.2% | +282.7% | -55.5% | +74.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling