+448.2%
HUT vs SPXS
-98.9%
+547.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -2.4% | +11.2% | +7.2% |
| 7D | +5.4% | +2.5% | +2.9% | +7.4% |
| 30D | +8.6% | +4.2% | +4.4% | +12.1% |
| 3M | -15.2% | -9.3% | -5.9% | -19.3% |
| 6M | +92.9% | -30.7% | +123.6% | +63.6% |
| YTD | +114.6% | -28.1% | +142.7% | +91.8% |
| 1Y | +208.5% | -35.1% | +243.6% | +170.9% |
| 3Y | +821.5% | -79.6% | +901.1% | +452.3% |
| 5Y | +101.8% | -86.3% | +188.1% | +47.2% |
| All | +448.2% | -98.9% | +547.1% | +175.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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