+244.6%
HUT vs SE
+540.2%
-295.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.2% |
| 7D | +34.9% | -1.5% | +36.3% | +35.7% |
| 30D | -25.9% | -22.3% | -3.6% | -17.3% |
| 3M | -31.7% | -41.8% | +10.1% | -12.9% |
| 6M | -42.2% | -22.4% | -19.9% | -36.8% |
| YTD | +34.9% | -41.6% | +76.5% | +67.5% |
| 1Y | +48.5% | -48.0% | +96.5% | +95.2% |
| 3Y | +471.2% | +63.9% | +407.3% | +337.6% |
| 5Y | -18.9% | -78.2% | +59.3% | +17.4% |
| All | +244.6% | +540.2% | -295.6% | +220.0% |
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