+403.8%
HUT vs SFM
+188.1%
+215.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.2% | -4.3% | -5.3% |
| 7D | +2.8% | -8.8% | +11.6% | +4.4% |
| 30D | +2.1% | -14.5% | +16.5% | +4.6% |
| 3M | -14.3% | -16.8% | +2.6% | -11.9% |
| 6M | +84.2% | -5.3% | +89.6% | +83.0% |
| YTD | +97.2% | -9.4% | +106.6% | +96.7% |
| 1Y | +192.7% | -46.2% | +238.9% | +221.8% |
| 3Y | +712.6% | +81.3% | +631.3% | +629.0% |
| 5Y | +85.5% | +211.9% | -126.4% | +52.5% |
| All | +403.8% | +188.1% | +215.6% | +246.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling