+72.7%
SPYM vs HUT
-30.5%
+103.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +8.3% | -6.0% | +1.7% |
| 7D | +0.1% | +3.7% | -3.6% | -0.7% |
| 30D | -3.3% | -32.3% | +29.0% | -0.9% |
| 3M | -2.4% | -35.6% | +33.2% | -0.1% |
| 6M | +2.6% | -42.1% | +44.7% | +4.9% |
| YTD | +11.3% | +24.1% | -12.8% | +4.8% |
| 1Y | +13.5% | +27.9% | -14.4% | +5.7% |
| 3Y | +80.3% | +409.1% | -328.8% | +35.9% |
| 5Y | +72.7% | -25.9% | +98.7% | +44.1% |
| All | +72.7% | -30.5% | +103.2% | +44.1% |
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 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