+723.0%
HUT vs SARO
-22.5%
+745.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.6% | +7.2% | +7.4% |
| 7D | +5.4% | -3.1% | +8.5% | +8.5% |
| 30D | +8.6% | -12.2% | +20.9% | +21.7% |
| 3M | -15.2% | -7.4% | -7.9% | -10.9% |
| 6M | +92.9% | -15.3% | +108.1% | +117.8% |
| YTD | +114.6% | -16.2% | +130.8% | +149.1% |
| 1Y | +208.5% | -12.1% | +220.6% | +249.3% |
| All | +723.0% | -22.5% | +745.5% | +758.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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