+52.8%
IONQ vs HUT
-31.8%
+84.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +14.6% | +8.8% | +17.2% |
| 7D | +8.6% | -11.4% | +20.0% | +12.9% |
| 30D | -21.1% | -41.0% | +19.9% | -2.9% |
| 3M | -17.9% | -41.9% | +24.0% | -0.9% |
| 6M | -37.9% | -51.7% | +13.7% | -20.9% |
| YTD | -27.3% | +14.6% | -41.9% | -39.3% |
| 1Y | -43.2% | +21.4% | -64.6% | -54.5% |
| 3Y | +191.0% | +359.8% | -168.8% | +4.6% |
| All | +52.8% | -31.8% | +84.5% | +61.7% |
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