+180.1%
SPGI vs HUT
+221.4%
-41.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -7.1% | +8.2% | +1.4% |
| 7D | +1.2% | +9.3% | -8.1% | +0.8% |
| 30D | +15.9% | -23.1% | +39.0% | +16.7% |
| 3M | +12.3% | -30.6% | +42.9% | +13.3% |
| 6M | +23.7% | -46.9% | +70.5% | +25.4% |
| YTD | -3.5% | +25.3% | -28.9% | -7.7% |
| 1Y | +0.4% | +59.8% | -59.4% | -5.5% |
| 3Y | +29.9% | +467.2% | -437.3% | +7.4% |
| 5Y | +15.2% | -24.6% | +39.8% | -0.8% |
| All | +180.1% | +221.4% | -41.3% | +83.7% |
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