+86.1%
HUT vs SPYG
+83.9%
+2.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -2.7% |
| 7D | +18.9% | +0.3% | +18.6% | +18.1% |
| 30D | +12.0% | -1.7% | +13.7% | +16.9% |
| 3M | -14.9% | +3.6% | -18.5% | -21.9% |
| 6M | +96.8% | +16.6% | +80.2% | +41.0% |
| YTD | +108.8% | +13.4% | +95.4% | +63.9% |
| 1Y | +227.4% | +19.6% | +207.8% | +136.9% |
| 3Y | +760.3% | +99.8% | +660.5% | +103.6% |
| 5Y | +86.1% | +85.0% | +1.1% | -30.8% |
| All | +86.1% | +83.9% | +2.2% | -30.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling