+12.1%
SPYM vs HUT
+38.0%
-25.9%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.4% |
| 7D | +3.3% | +34.9% | -31.6% | +1.3% |
| 30D | -2.6% | -25.9% | +23.2% | -1.4% |
| 3M | -1.7% | -31.7% | +30.0% | -0.3% |
| 6M | +3.1% | -42.2% | +45.4% | +5.0% |
| YTD | +12.0% | +34.9% | -22.9% | +5.8% |
| 1Y | +12.1% | +48.5% | -36.4% | +4.9% |
| All | +12.1% | +38.0% | -25.9% | +4.9% |
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 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