+215.7%
HUT vs HST
+99.6%
+116.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -2.3% |
| 7D | -10.9% | +0.6% | -11.5% | -11.5% |
| 30D | -32.6% | +14.5% | -47.1% | -38.9% |
| 3M | -33.7% | +15.4% | -49.1% | -40.5% |
| 6M | -42.3% | +22.0% | -64.3% | -50.8% |
| YTD | +23.6% | +54.9% | -31.3% | -9.8% |
| 1Y | +20.4% | +54.0% | -33.6% | -11.9% |
| 3Y | +423.2% | +90.4% | +332.8% | +238.8% |
| 5Y | -19.4% | +84.2% | -103.6% | -43.7% |
| All | +215.7% | +99.6% | +116.1% | +82.4% |
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