+453.2%
HUT vs SBAC
+31.2%
+422.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.4% | +6.8% | +6.5% |
| 7D | +28.3% | -0.1% | +28.3% | +28.3% |
| 30D | +12.3% | +3.2% | +9.1% | +10.7% |
| 3M | -16.8% | -5.1% | -11.8% | -16.4% |
| 6M | +111.4% | -2.1% | +113.5% | +106.1% |
| YTD | +116.6% | -0.5% | +117.1% | +108.5% |
| 1Y | +290.5% | +1.1% | +289.3% | +272.8% |
| 3Y | +792.3% | -7.4% | +799.7% | +712.1% |
| 5Y | +94.1% | -44.3% | +138.5% | +153.2% |
| All | +453.2% | +31.2% | +422.0% | +552.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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