+192.7%
HUT vs SBAC
+31.7%
+161.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | -1.9% | +16.5% | +15.3% |
| 7D | -11.4% | +1.2% | -12.6% | -12.5% |
| 30D | -41.0% | +11.2% | -52.2% | -44.2% |
| 3M | -41.9% | +4.5% | -46.4% | -43.7% |
| 6M | -51.7% | -12.2% | -39.5% | -50.5% |
| YTD | +14.6% | -0.1% | +14.7% | +8.9% |
| 1Y | +21.4% | -0.3% | +21.7% | +15.7% |
| 3Y | +359.8% | -8.7% | +368.6% | +319.8% |
| 5Y | -27.5% | -40.2% | +12.7% | -9.7% |
| All | +192.7% | +31.7% | +161.1% | +240.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling