+192.7%
HUT vs SFM
+95.9%
+96.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | -4.8% | +19.4% | +15.3% |
| 7D | -11.4% | -1.2% | -10.2% | -11.9% |
| 30D | -41.0% | -24.8% | -16.3% | -39.0% |
| 3M | -41.9% | -43.7% | +1.8% | -37.0% |
| 6M | -51.7% | -37.3% | -14.4% | -49.0% |
| YTD | +14.6% | -38.4% | +53.0% | +20.1% |
| 1Y | +21.4% | -36.9% | +58.3% | +26.5% |
| 3Y | +359.8% | +20.7% | +339.2% | +334.8% |
| 5Y | -27.5% | +103.5% | -131.0% | -36.8% |
| All | +192.7% | +95.9% | +96.8% | +111.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling