-21.3%
HUT vs HST
+82.3%
-103.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.1% | -7.0% | -7.0% |
| 7D | +9.3% | +3.6% | +5.8% | +5.0% |
| 30D | -23.1% | +11.2% | -34.3% | -32.2% |
| 3M | -30.6% | +13.1% | -43.7% | -40.3% |
| 6M | -46.9% | +23.9% | -70.8% | -60.0% |
| YTD | +25.3% | +52.3% | -27.0% | -24.8% |
| 1Y | +59.8% | +56.7% | +3.2% | -8.0% |
| 3Y | +467.2% | +87.5% | +379.7% | +163.9% |
| All | -21.3% | +82.3% | -103.6% | -63.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling