+403.8%
HUT vs SRE
+102.4%
+301.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.2% | -4.4% | -4.9% |
| 7D | +2.8% | -0.7% | +3.5% | +3.3% |
| 30D | +2.1% | -1.7% | +3.8% | +3.1% |
| 3M | -14.3% | -7.1% | -7.2% | -10.5% |
| 6M | +84.2% | -8.4% | +92.6% | +92.6% |
| YTD | +97.2% | -3.5% | +100.7% | +100.0% |
| 1Y | +192.7% | +5.4% | +187.3% | +183.7% |
| 3Y | +712.6% | +29.5% | +683.0% | +601.1% |
| 5Y | +85.5% | +48.3% | +37.2% | +53.8% |
| All | +403.8% | +102.4% | +301.3% | +297.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SRE 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling