+20.4%
HUT vs HST
+55.2%
-34.9%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -2.8% |
| 7D | -10.9% | +0.6% | -11.5% | -11.7% |
| 30D | -32.6% | +14.5% | -47.1% | -40.4% |
| 3M | -33.7% | +15.4% | -49.1% | -42.1% |
| 6M | -42.3% | +22.0% | -64.3% | -55.9% |
| YTD | +23.6% | +54.9% | -31.3% | -27.6% |
| 1Y | +20.4% | +54.0% | -33.6% | -29.6% |
| All | +20.4% | +55.2% | -34.9% | -29.6% |
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 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