+265.3%
HUT vs HST
+38.1%
+227.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.3% | +5.9% | +6.0% |
| 7D | +17.8% | -1.0% | +18.8% | +18.7% |
| 30D | +0.8% | -12.3% | +13.1% | +11.1% |
| 3M | -26.8% | -6.4% | -20.4% | -24.9% |
| 6M | +72.6% | +15.0% | +57.6% | +42.3% |
| YTD | +103.6% | +30.5% | +73.1% | +61.0% |
| 1Y | +265.3% | +35.7% | +229.6% | +170.2% |
| All | +265.3% | +38.1% | +227.2% | +170.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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