+144.7%
IONQ vs HUT
+208.4%
-63.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -6.1% | -4.4% | -8.5% |
| 7D | -16.7% | -30.8% | +14.2% | -7.0% |
| 30D | -38.9% | -50.2% | +11.2% | -24.1% |
| 3M | -33.8% | -50.5% | +16.7% | -19.1% |
| 6M | -44.9% | -42.9% | -2.0% | -37.5% |
| YTD | -41.1% | 0.0% | -41.1% | -45.5% |
| 1Y | -52.3% | -2.2% | -50.1% | -56.1% |
| 3Y | +128.2% | +289.4% | -161.2% | +21.6% |
| 5Y | +37.2% | -36.7% | +73.9% | -17.6% |
| All | +144.7% | +208.4% | -63.7% | +39.5% |
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 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