+86.3%
HUT vs SBAC
-43.7%
+130.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.1% | +7.3% | +6.6% |
| 7D | +17.8% | -0.8% | +18.6% | +18.1% |
| 30D | +0.8% | +6.9% | -6.1% | -1.7% |
| 3M | -26.8% | -8.2% | -18.6% | -25.2% |
| 6M | +72.6% | -1.6% | +74.2% | +69.0% |
| YTD | +103.6% | -0.1% | +103.7% | +96.9% |
| 1Y | +265.3% | -0.5% | +265.7% | +253.7% |
| 3Y | +689.4% | -9.1% | +698.5% | +618.2% |
| All | +86.3% | -43.7% | +130.0% | +216.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling