+91.9%
IONQ vs HUT
-28.2%
+120.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.8% |
| 7D | +16.7% | -10.9% | +27.6% | +21.4% |
| 30D | -12.3% | -32.6% | +20.3% | +2.2% |
| 3M | -17.7% | -33.7% | +16.0% | -6.1% |
| 6M | -28.9% | -42.3% | +13.4% | -16.1% |
| YTD | -22.0% | +23.6% | -45.6% | -36.8% |
| 1Y | -36.8% | +20.4% | -57.2% | -49.0% |
| 3Y | +228.2% | +423.2% | -195.0% | +12.8% |
| 5Y | +91.9% | -19.4% | +111.4% | +67.0% |
| All | +91.9% | -28.2% | +120.2% | +67.0% |
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