+265.9%
IONQ vs HUT
+527.8%
-261.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.2% | -4.9% | -0.8% |
| 7D | +0.8% | +17.8% | -17.0% | -4.7% |
| 30D | -1.0% | +0.8% | -1.9% | -2.2% |
| 3M | -39.8% | -26.8% | -13.0% | -35.0% |
| 6M | +6.4% | +72.6% | -66.1% | -15.0% |
| YTD | -11.9% | +103.6% | -115.5% | -34.1% |
| 1Y | -6.2% | +265.3% | -271.4% | -43.2% |
| 3Y | +125.7% | +689.4% | -563.7% | -3.6% |
| 5Y | +296.0% | +75.3% | +220.6% | +88.5% |
| All | +265.9% | +527.8% | -261.9% | +68.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling