+217.0%
HUT vs HST
+94.6%
+122.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.7% | +5.6% | +6.4% |
| 7D | +3.7% | -1.1% | +4.8% | +4.5% |
| 30D | -32.3% | +11.6% | -43.9% | -37.5% |
| 3M | -35.6% | +9.5% | -45.2% | -39.9% |
| 6M | -42.1% | +18.9% | -61.0% | -49.6% |
| YTD | +24.1% | +51.0% | -26.9% | -7.7% |
| 1Y | +27.9% | +53.0% | -25.1% | -5.9% |
| 3Y | +409.1% | +87.5% | +321.6% | +233.7% |
| 5Y | -25.9% | +76.7% | -102.6% | -46.9% |
| All | +217.0% | +94.6% | +122.5% | +86.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling