+510.6%
HUT vs HST
+87.3%
+423.3%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +2.6% |
| 7D | +34.9% | +3.6% | +31.3% | +29.8% |
| 30D | -25.9% | +9.9% | -35.8% | -33.2% |
| 3M | -31.7% | +12.9% | -44.7% | -40.6% |
| 6M | -42.2% | +22.9% | -65.1% | -55.8% |
| YTD | +34.9% | +52.4% | -17.5% | -18.2% |
| 1Y | +48.5% | +52.5% | -4.0% | -10.4% |
| All | +510.6% | +87.3% | +423.3% | +286.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling