+656.3%
HUT vs SARO
-23.7%
+680.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.4% | -3.2% | -3.5% |
| 7D | +2.8% | -4.0% | +6.9% | +6.7% |
| 30D | +2.1% | -16.1% | +18.2% | +18.8% |
| 3M | -14.3% | -4.5% | -9.7% | -12.4% |
| 6M | +84.2% | -17.0% | +101.3% | +111.7% |
| YTD | +97.2% | -17.5% | +114.8% | +132.0% |
| 1Y | +192.7% | -12.3% | +205.0% | +232.8% |
| All | +656.3% | -23.7% | +680.0% | +699.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling