+217.0%
HUT vs SBAC
+32.3%
+184.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.5% | +7.8% | +8.1% |
| 7D | +3.7% | +3.0% | +0.7% | +1.7% |
| 30D | -32.3% | +4.3% | -36.6% | -34.3% |
| 3M | -35.6% | +4.1% | -39.8% | -37.5% |
| 6M | -42.1% | -11.6% | -30.5% | -40.9% |
| YTD | +24.1% | +0.4% | +23.8% | +17.7% |
| 1Y | +27.9% | -1.1% | +29.0% | +22.4% |
| 3Y | +409.1% | -7.3% | +416.4% | +360.4% |
| 5Y | -25.9% | -40.8% | +14.8% | -7.3% |
| All | +217.0% | +32.3% | +184.7% | +268.6% |
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