+218.3%
SPY vs HUT
+455.5%
-237.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.4% | -6.9% | -0.9% |
| 7D | +0.5% | +28.3% | -27.7% | -0.9% |
| 30D | -0.9% | +12.3% | -13.2% | -1.8% |
| 3M | +3.9% | -16.8% | +20.7% | +4.2% |
| 6M | +14.5% | +111.4% | -96.8% | +8.1% |
| YTD | +12.9% | +116.6% | -103.6% | +5.9% |
| 1Y | +19.4% | +290.5% | -271.1% | +7.1% |
| 3Y | +78.5% | +792.3% | -713.8% | +45.6% |
| 5Y | +81.8% | +94.1% | -12.4% | +50.2% |
| All | +218.3% | +455.5% | -237.2% | +115.1% |
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