+420.1%
HUT vs SPY
+220.7%
+199.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.4% | +6.6% | +7.0% |
| 7D | +17.8% | +0.1% | +17.7% | +17.7% |
| 30D | +0.8% | +0.1% | +0.8% | +0.6% |
| 3M | -26.8% | +2.0% | -28.8% | -29.0% |
| 6M | +72.6% | +13.0% | +59.5% | +40.7% |
| YTD | +103.6% | +13.5% | +90.1% | +67.0% |
| 1Y | +265.3% | +20.0% | +245.3% | +178.6% |
| 3Y | +689.4% | +77.2% | +612.2% | +236.6% |
| 5Y | +75.3% | +81.9% | -6.5% | -16.4% |
| All | +420.1% | +220.7% | +199.4% | +68.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling