+220.1%
HUT vs SFM
+107.8%
+112.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.3% | -8.5% | -7.3% |
| 7D | +9.3% | +6.0% | +3.3% | +8.4% |
| 30D | -23.1% | -19.5% | -3.6% | -21.2% |
| 3M | -30.6% | -37.0% | +6.4% | -26.2% |
| 6M | -46.9% | -41.0% | -5.8% | -43.1% |
| YTD | +25.3% | -34.6% | +60.0% | +30.3% |
| 1Y | +59.8% | -36.3% | +96.1% | +66.9% |
| 3Y | +467.2% | +24.5% | +442.7% | +434.2% |
| 5Y | -24.6% | +115.9% | -140.5% | -34.9% |
| All | +220.1% | +107.8% | +112.3% | +129.4% |
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