+162.3%
SPGI vs HUT
+422.3%
-260.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.2% | -7.8% | -1.9% |
| 7D | +0.1% | +17.8% | -17.6% | -0.7% |
| 30D | +8.4% | +0.8% | +7.6% | +8.2% |
| 3M | +11.8% | -26.8% | +38.6% | +12.7% |
| 6M | +5.7% | +72.6% | -66.9% | +1.1% |
| YTD | -9.7% | +103.6% | -113.3% | -14.9% |
| 1Y | -12.5% | +265.3% | -277.7% | -21.0% |
| 3Y | +21.8% | +689.4% | -667.6% | -0.2% |
| 5Y | +8.2% | +75.3% | -67.2% | -10.1% |
| All | +162.3% | +422.3% | -260.0% | +69.3% |
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