+403.8%
HUT vs SPYG
+272.3%
+131.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.8% | -4.7% | -4.0% |
| 7D | +2.8% | -1.8% | +4.7% | +6.5% |
| 30D | +2.1% | -1.9% | +4.0% | +6.0% |
| 3M | -14.3% | +5.2% | -19.4% | -21.3% |
| 6M | +84.2% | +15.6% | +68.7% | +48.5% |
| YTD | +97.2% | +12.4% | +84.8% | +70.3% |
| 1Y | +192.7% | +17.5% | +175.3% | +143.1% |
| 3Y | +712.6% | +98.1% | +614.5% | +220.2% |
| 5Y | +85.5% | +84.9% | +0.6% | -5.4% |
| All | +403.8% | +272.3% | +131.4% | +68.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling