+198.8%
SO vs HUT
+194.0%
+4.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +14.6% | -15.7% | -1.2% |
| 7D | -1.5% | -11.4% | +9.9% | -1.4% |
| 30D | +8.1% | -41.0% | +49.1% | +8.4% |
| 3M | +0.2% | -41.9% | +42.1% | +0.5% |
| 6M | +0.4% | -51.7% | +52.1% | +0.7% |
| YTD | +8.5% | +14.6% | -6.1% | +7.6% |
| 1Y | +4.9% | +21.4% | -16.5% | +3.9% |
| 3Y | +47.9% | +359.8% | -311.9% | +41.2% |
| 5Y | +75.7% | -27.5% | +103.2% | +69.9% |
| All | +198.8% | +194.0% | +4.9% | +146.9% |
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