+192.7%
HUT vs SPG
+130.2%
+62.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | +0.8% | +13.8% | +14.1% |
| 7D | -11.4% | +4.9% | -16.3% | -14.2% |
| 30D | -41.0% | +15.6% | -56.6% | -46.4% |
| 3M | -41.9% | +4.1% | -46.0% | -43.8% |
| 6M | -51.7% | +13.6% | -65.2% | -56.2% |
| YTD | +14.6% | +27.5% | -12.9% | -3.1% |
| 1Y | +21.4% | +32.2% | -10.8% | +0.6% |
| 3Y | +359.8% | +126.0% | +233.8% | +186.2% |
| 5Y | -27.5% | +74.7% | -102.2% | -47.9% |
| All | +192.7% | +130.2% | +62.6% | +76.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling