+77.5%
SO vs HUT
-14.7%
+92.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.5% | -3.0% | -1.5% |
| 7D | -0.9% | +34.9% | -35.8% | -0.8% |
| 30D | +4.9% | -25.9% | +30.8% | +4.9% |
| 3M | +0.8% | -31.7% | +32.5% | +0.7% |
| 6M | +0.6% | -42.2% | +42.8% | +0.5% |
| YTD | +8.7% | +34.9% | -26.3% | +8.6% |
| 1Y | +4.0% | +48.5% | -44.6% | +3.9% |
| 3Y | +50.6% | +471.2% | -420.6% | +47.7% |
| 5Y | +77.5% | -18.9% | +96.4% | +67.0% |
| All | +77.5% | -14.7% | +92.2% | +67.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling