+81.8%
SPY vs HUT
+102.6%
-20.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.4% | -6.9% | -1.1% |
| 7D | +0.5% | +28.3% | -27.7% | -1.5% |
| 30D | -0.9% | +12.3% | -13.2% | -2.2% |
| 3M | +3.9% | -16.8% | +20.7% | +4.4% |
| 6M | +14.5% | +111.4% | -96.8% | +5.3% |
| YTD | +12.9% | +116.6% | -103.6% | +2.8% |
| 1Y | +19.4% | +290.5% | -271.1% | +1.5% |
| 3Y | +78.5% | +792.3% | -713.8% | +30.2% |
| 5Y | +81.8% | +94.1% | -12.4% | +36.8% |
| All | +81.8% | +102.6% | -20.9% | +36.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling