+192.7%
HUT vs HST
+89.5%
+103.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | 0.0% | +14.6% | +14.6% |
| 7D | -11.4% | -2.7% | -8.7% | -9.8% |
| 30D | -41.0% | +10.7% | -51.7% | -45.3% |
| 3M | -41.9% | +6.3% | -48.2% | -44.6% |
| 6M | -51.7% | +19.0% | -70.6% | -58.1% |
| YTD | +14.6% | +47.0% | -32.4% | -13.2% |
| 1Y | +21.4% | +53.4% | -32.1% | -10.9% |
| 3Y | +359.8% | +78.0% | +281.8% | +212.0% |
| 5Y | -27.5% | +71.7% | -99.2% | -47.0% |
| All | +192.7% | +89.5% | +103.3% | +75.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling