+217.0%
HUT vs SPY
+214.2%
+2.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.4% | +5.9% | +3.4% |
| 7D | +3.7% | +0.1% | +3.6% | +2.6% |
| 30D | -32.3% | -3.3% | -29.0% | -27.1% |
| 3M | -35.6% | -2.4% | -33.2% | -31.7% |
| 6M | -42.1% | +2.6% | -44.6% | -43.7% |
| YTD | +24.1% | +11.2% | +12.9% | +7.3% |
| 1Y | +27.9% | +13.4% | +14.5% | +8.0% |
| 3Y | +409.1% | +79.9% | +329.2% | +113.5% |
| 5Y | -25.9% | +72.2% | -98.1% | -61.4% |
| All | +217.0% | +214.2% | +2.8% | +8.5% |
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