+1.7%
HUT vs SPYG
+10.8%
-9.1%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | +1.3% | -24.5% | -27.3% |
| 7D | -29.5% | -2.8% | -26.8% | -22.8% |
| 30D | -45.2% | -6.2% | -39.0% | -31.1% |
| 3M | -51.6% | -3.6% | -48.0% | -44.0% |
| 6M | -37.3% | +4.8% | -42.1% | -44.9% |
| YTD | +6.5% | +11.0% | -4.4% | -20.2% |
| 1Y | +1.7% | +11.2% | -9.5% | -21.8% |
| All | +1.7% | +10.8% | -9.1% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 1y: compounded portfolio wealth divided by compounded SPYG 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…
1y analysis · Full analysis span regression · 6 months rolling