+217.0%
HUT vs SPG
+134.8%
+82.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.0% | +6.3% | +7.2% |
| 7D | +3.7% | +5.1% | -1.4% | +0.4% |
| 30D | -32.3% | +16.8% | -49.2% | -38.7% |
| 3M | -35.6% | +5.7% | -41.3% | -38.2% |
| 6M | -42.1% | +17.8% | -59.9% | -48.7% |
| YTD | +24.1% | +30.1% | -6.0% | +3.8% |
| 1Y | +27.9% | +32.8% | -4.9% | +5.8% |
| 3Y | +409.1% | +137.2% | +271.9% | +208.8% |
| 5Y | -25.9% | +81.5% | -107.4% | -47.7% |
| All | +217.0% | +134.8% | +82.3% | +89.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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