+220.5%
SPYM vs HUT
+435.6%
-215.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.6% | +3.1% | -0.3% |
| 7D | -0.4% | +18.9% | -19.2% | -1.4% |
| 30D | -1.4% | +12.0% | -13.4% | -2.2% |
| 3M | +3.7% | -14.9% | +18.6% | +3.9% |
| 6M | +13.0% | +96.8% | -83.8% | +7.2% |
| YTD | +12.5% | +108.8% | -96.3% | +5.7% |
| 1Y | +18.6% | +227.4% | -208.8% | +7.6% |
| 3Y | +78.0% | +760.3% | -682.2% | +45.6% |
| 5Y | +82.3% | +86.1% | -3.8% | +51.1% |
| All | +220.5% | +435.6% | -215.1% | +116.9% |
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