+72.6%
HUT vs SFM
+4.2%
+68.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.9% | +3.3% | +6.6% |
| 7D | +17.8% | -0.1% | +17.9% | +17.7% |
| 30D | +0.8% | -4.4% | +5.2% | +0.6% |
| 3M | -26.8% | +1.5% | -28.3% | -25.2% |
| 6M | +72.6% | +6.5% | +66.1% | +70.3% |
| All | +72.6% | +4.2% | +68.4% | +70.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling