+448.2%
HUT vs SNY
+56.3%
+392.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.1% | +8.7% | +8.8% |
| 7D | +5.4% | -3.3% | +8.7% | +6.8% |
| 30D | +8.6% | -2.2% | +10.8% | +9.3% |
| 3M | -15.2% | -3.0% | -12.2% | -15.1% |
| 6M | +92.9% | +2.7% | +90.1% | +88.0% |
| YTD | +114.6% | -6.8% | +121.5% | +118.0% |
| 1Y | +208.5% | -5.3% | +213.8% | +210.3% |
| 3Y | +821.5% | -9.8% | +831.3% | +806.6% |
| 5Y | +101.8% | +9.7% | +92.2% | +77.6% |
| All | +448.2% | +56.3% | +392.0% | +407.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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