+167.4%
IONQ vs HUT
+286.4%
-119.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -7.1% | +0.7% | -4.0% |
| 7D | -11.5% | +9.3% | -20.8% | -14.2% |
| 30D | -8.1% | -23.1% | +15.0% | -0.8% |
| 3M | -35.8% | -30.6% | -5.2% | -29.6% |
| 6M | -47.7% | -46.9% | -0.9% | -38.4% |
| YTD | -35.6% | +25.3% | -61.0% | -44.6% |
| 1Y | -36.4% | +59.8% | -96.2% | -49.7% |
| 3Y | +150.0% | +467.2% | -317.1% | +19.3% |
| 5Y | +43.3% | -24.6% | +68.0% | -19.8% |
| All | +167.4% | +286.4% | -119.0% | +41.8% |
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 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