+47.9%
SO vs HUT
+336.9%
-289.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +14.6% | -15.7% | -0.8% |
| 7D | -1.5% | -11.4% | +9.9% | -1.6% |
| 30D | +8.1% | -41.0% | +49.1% | +7.3% |
| 3M | +0.2% | -41.9% | +42.1% | -0.5% |
| 6M | +0.4% | -51.7% | +52.1% | -0.4% |
| YTD | +8.5% | +14.6% | -6.1% | +9.2% |
| 1Y | +4.9% | +21.4% | -16.5% | +5.9% |
| 3Y | +47.9% | +359.8% | -311.9% | +50.0% |
| All | +47.9% | +336.9% | -289.0% | +50.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling