+217.0%
HUT vs SFM
+97.8%
+119.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.0% | +7.3% | +8.2% |
| 7D | +3.7% | -10.2% | +13.9% | +5.0% |
| 30D | -32.3% | -23.9% | -8.4% | -30.1% |
| 3M | -35.6% | -42.3% | +6.6% | -30.5% |
| 6M | -42.1% | -40.1% | -1.9% | -38.3% |
| YTD | +24.1% | -37.8% | +61.9% | +29.9% |
| 1Y | +27.9% | -37.1% | +65.0% | +33.4% |
| 3Y | +409.1% | +21.5% | +387.6% | +381.0% |
| 5Y | -25.9% | +103.8% | -129.7% | -35.5% |
| All | +217.0% | +97.8% | +119.2% | +128.8% |
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