+453.2%
HUT vs SPY
+218.9%
+234.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.5% | +6.9% | +7.5% |
| 7D | +28.3% | +0.5% | +27.7% | +26.9% |
| 30D | +12.3% | -0.9% | +13.2% | +14.3% |
| 3M | -16.8% | +3.9% | -20.7% | -22.8% |
| 6M | +111.4% | +14.5% | +96.8% | +67.4% |
| YTD | +116.6% | +12.9% | +103.6% | +79.5% |
| 1Y | +290.5% | +19.4% | +271.1% | +200.7% |
| 3Y | +792.3% | +78.5% | +713.8% | +276.1% |
| 5Y | +94.1% | +81.8% | +12.4% | -7.0% |
| All | +453.2% | +218.9% | +234.2% | +81.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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