+700.7%
HUT vs SARO
-21.9%
+722.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.0% | -2.6% | -2.7% |
| 7D | +18.9% | +0.6% | +18.3% | +18.4% |
| 30D | +12.0% | -14.5% | +26.5% | +28.0% |
| 3M | -14.9% | -5.3% | -9.5% | -12.2% |
| 6M | +96.8% | -15.3% | +112.1% | +121.9% |
| YTD | +108.8% | -15.6% | +124.3% | +140.3% |
| 1Y | +227.4% | -9.1% | +236.5% | +261.4% |
| All | +700.7% | -21.9% | +722.5% | +727.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling