+94.1%
HUT vs SFM
+219.5%
-125.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -6.5% | +12.9% | +7.5% |
| 7D | +28.3% | -5.8% | +34.1% | +29.5% |
| 30D | +12.3% | -11.4% | +23.7% | +14.5% |
| 3M | -16.8% | -12.2% | -4.6% | -15.3% |
| 6M | +111.4% | -5.2% | +116.5% | +109.7% |
| YTD | +116.6% | -4.5% | +121.0% | +113.4% |
| 1Y | +290.5% | -45.4% | +335.8% | +334.5% |
| 3Y | +792.3% | +91.1% | +701.2% | +698.0% |
| 5Y | +94.1% | +226.8% | -132.7% | +116.6% |
| All | +94.1% | +219.5% | -125.4% | +116.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling