+213.6%
SPY vs HUT
+218.4%
-4.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +8.3% | -5.9% | +1.9% |
| 7D | +0.1% | +3.7% | -3.6% | -0.5% |
| 30D | -3.3% | -32.3% | +29.0% | -1.6% |
| 3M | -2.4% | -35.6% | +33.2% | -0.8% |
| 6M | +2.6% | -42.1% | +44.6% | +4.2% |
| YTD | +11.2% | +24.1% | -12.9% | +7.0% |
| 1Y | +13.4% | +27.9% | -14.5% | +8.3% |
| 3Y | +79.9% | +409.1% | -329.2% | +50.9% |
| 5Y | +72.2% | -25.9% | +98.1% | +48.4% |
| All | +213.6% | +218.4% | -4.8% | +117.3% |
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 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