+14.8%
SPYM vs HUT
-2.9%
+17.7%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -23.2% | +24.9% | +3.0% |
| 7D | -0.7% | -29.5% | +28.8% | +1.1% |
| 30D | -1.1% | -45.2% | +44.1% | +2.1% |
| 3M | -0.3% | -51.6% | +51.3% | +3.4% |
| 6M | +7.3% | -37.3% | +44.7% | +8.0% |
| YTD | +13.4% | +6.5% | +6.9% | +8.8% |
| 1Y | +14.8% | +1.7% | +13.1% | +10.3% |
| All | +14.8% | -2.9% | +17.7% | +10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling