+176.7%
SPGI vs HUT
+194.0%
-17.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +14.6% | -15.6% | -1.6% |
| 7D | +0.3% | -11.4% | +11.6% | +0.5% |
| 30D | +18.4% | -41.0% | +59.4% | +20.7% |
| 3M | +15.7% | -41.9% | +57.6% | +17.7% |
| 6M | +17.3% | -51.7% | +68.9% | +19.4% |
| YTD | -4.7% | +14.6% | -19.3% | -8.4% |
| 1Y | +1.8% | +21.4% | -19.6% | -2.9% |
| 3Y | +31.7% | +359.8% | -328.1% | +10.1% |
| 5Y | +12.1% | -27.5% | +39.6% | -3.3% |
| All | +176.7% | +194.0% | -17.3% | +82.2% |
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