+188.0%
SO vs HUT
+455.5%
-267.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.4% | -5.4% | +0.9% |
| 7D | +1.0% | +28.3% | -27.2% | +0.8% |
| 30D | -3.2% | +12.3% | -15.5% | -3.3% |
| 3M | -1.7% | -16.8% | +15.1% | -1.6% |
| 6M | -7.2% | +111.4% | -118.6% | -8.2% |
| YTD | +4.6% | +116.6% | -112.0% | +3.3% |
| 1Y | +1.2% | +290.5% | -289.3% | -1.0% |
| 3Y | +45.3% | +792.3% | -747.0% | +37.9% |
| 5Y | +58.7% | +94.1% | -35.4% | +51.5% |
| All | +188.0% | +455.5% | -267.5% | +137.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 HUT 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