+244.6%
HUT vs SBAC
+29.7%
+214.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.8% | +3.3% | +2.2% |
| 7D | +34.9% | -3.4% | +38.2% | +36.4% |
| 30D | -25.9% | +2.6% | -28.5% | -27.6% |
| 3M | -31.7% | +2.6% | -34.3% | -33.4% |
| 6M | -42.2% | -11.5% | -30.7% | -41.2% |
| YTD | +34.9% | -1.6% | +36.5% | +28.8% |
| 1Y | +48.5% | -5.1% | +53.6% | +44.8% |
| 3Y | +471.2% | -9.3% | +480.5% | +421.2% |
| 5Y | -18.9% | -41.0% | +22.1% | +1.4% |
| All | +244.6% | +29.7% | +214.9% | +303.5% |
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