+199.3%
SO vs HUT
+246.0%
-46.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.5% | -3.0% | -1.5% |
| 7D | -0.9% | +34.9% | -35.8% | -1.2% |
| 30D | +4.9% | -25.9% | +30.8% | +5.1% |
| 3M | +0.8% | -31.7% | +32.5% | +1.0% |
| 6M | +0.6% | -42.2% | +42.8% | +0.8% |
| YTD | +8.7% | +34.9% | -26.3% | +7.6% |
| 1Y | +4.0% | +48.5% | -44.6% | +2.8% |
| 3Y | +50.6% | +471.2% | -420.6% | +43.4% |
| 5Y | +77.5% | -18.9% | +96.4% | +71.7% |
| All | +199.3% | +246.0% | -46.8% | +147.0% |
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