+489.2%
SPCX vs HUT
+399.7%
+89.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.1% | +6.5% | +14.9% |
| 7D | +3.6% | +9.3% | -5.7% | -19.5% |
| 30D | -8.6% | -23.1% | +14.5% | +0.5% |
| 3M | -1.5% | -30.6% | +29.1% | -11.4% |
| 6M | +532.9% | +16.1% | +516.8% | +231.3% |
| YTD | +538.6% | +25.3% | +513.2% | +234.3% |
| 1Y | +442.9% | +59.8% | +383.0% | +184.4% |
| All | +489.2% | +399.7% | +89.5% | +207.8% |
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 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