+1.7%
HUT vs SFM
-35.8%
+37.6%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | +3.6% | -26.9% | -22.7% |
| 7D | -29.5% | -12.3% | -17.3% | -29.1% |
| 30D | -45.2% | -16.2% | -29.0% | -45.0% |
| 3M | -51.6% | -36.8% | -14.8% | -52.3% |
| 6M | -37.3% | -32.6% | -4.7% | -37.5% |
| YTD | +6.5% | -31.7% | +38.2% | +4.1% |
| 1Y | +1.7% | -35.0% | +36.7% | -0.1% |
| All | +1.7% | -35.8% | +37.6% | -0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling