+185.1%
SO vs HUT
+422.3%
-237.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.2% | -6.9% | -0.8% |
| 7D | -0.2% | +17.8% | -17.9% | -0.3% |
| 30D | -4.6% | +0.8% | -5.4% | -4.6% |
| 3M | -3.0% | -26.8% | +23.7% | -2.9% |
| 6M | -8.3% | +72.6% | -80.8% | -9.1% |
| YTD | +3.5% | +103.6% | -100.1% | +2.3% |
| 1Y | -0.9% | +265.3% | -266.2% | -3.0% |
| 3Y | +45.4% | +689.4% | -644.1% | +38.2% |
| 5Y | +59.6% | +75.3% | -15.7% | +52.6% |
| All | +185.1% | +422.3% | -237.2% | +134.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling