+467.2%
HUT vs SBAC
-6.5%
+473.7%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.5% | -8.6% | -6.7% |
| 7D | +9.3% | +0.6% | +8.7% | +9.6% |
| 30D | -23.1% | +5.5% | -28.6% | -21.6% |
| 3M | -30.6% | +3.1% | -33.7% | -29.8% |
| 6M | -46.9% | -7.0% | -39.8% | -46.2% |
| YTD | +25.3% | +0.5% | +24.8% | +28.1% |
| 1Y | +59.8% | +0.2% | +59.6% | +63.1% |
| 3Y | +467.2% | -7.4% | +474.5% | +547.6% |
| All | +467.2% | -6.5% | +473.7% | +547.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling