+244.6%
HUT vs SPY
+216.1%
+28.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +2.2% |
| 7D | +34.9% | +3.3% | +31.6% | +26.7% |
| 30D | -25.9% | -2.7% | -23.2% | -21.1% |
| 3M | -31.7% | -1.7% | -30.0% | -28.4% |
| 6M | -42.2% | +3.1% | -45.3% | -44.4% |
| YTD | +34.9% | +11.9% | +23.0% | +15.4% |
| 1Y | +48.5% | +12.0% | +36.5% | +28.5% |
| 3Y | +471.2% | +78.2% | +393.0% | +143.8% |
| 5Y | -18.9% | +73.2% | -92.1% | -58.3% |
| All | +244.6% | +216.1% | +28.5% | +16.6% |
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