+453.2%
HUT vs SE
+873.6%
-420.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.1% | +5.2% | +5.8% |
| 7D | +28.3% | +0.6% | +27.7% | +27.9% |
| 30D | +12.3% | -0.1% | +12.4% | +11.8% |
| 3M | -16.8% | +34.1% | -50.9% | -28.9% |
| 6M | +111.4% | +23.2% | +88.2% | +89.3% |
| YTD | +116.6% | -11.2% | +127.7% | +123.1% |
| 1Y | +290.5% | -40.5% | +331.0% | +383.8% |
| 3Y | +792.3% | +196.3% | +596.0% | +421.6% |
| 5Y | +94.1% | -67.0% | +161.2% | +133.4% |
| All | +453.2% | +873.6% | -420.4% | +326.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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