-16.8%
HUT vs SARO
-4.0%
-12.8%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.4% | +7.7% | +7.1% |
| 7D | +28.3% | +1.1% | +27.2% | +27.5% |
| 30D | +12.3% | -16.2% | +28.5% | +22.9% |
| 3M | -16.8% | -1.3% | -15.5% | -13.6% |
| All | -16.8% | -4.0% | -12.8% | -13.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling