+217.0%
HUT vs SE
+569.8%
-352.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.9% | +5.4% | +6.9% |
| 7D | +3.7% | +3.3% | +0.4% | +1.7% |
| 30D | -32.3% | -18.2% | -14.2% | -26.2% |
| 3M | -35.6% | -31.3% | -4.4% | -24.2% |
| 6M | -42.1% | -10.1% | -32.0% | -40.9% |
| YTD | +24.1% | -38.9% | +63.0% | +51.2% |
| 1Y | +27.9% | -48.0% | +75.9% | +68.4% |
| 3Y | +409.1% | +78.8% | +330.3% | +275.3% |
| 5Y | -25.9% | -77.1% | +51.2% | +5.2% |
| All | +217.0% | +569.8% | -352.7% | +188.8% |
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