-2.2%
HUT vs SITM
+27.0%
-29.2%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -12.0% | +5.9% | -1.5% |
| 7D | -30.8% | -27.3% | -3.6% | -21.2% |
| 30D | -50.2% | -50.1% | -0.1% | -36.0% |
| 3M | -50.5% | -34.6% | -15.8% | -42.3% |
| 6M | -42.9% | -40.5% | -2.4% | -32.1% |
| YTD | 0.0% | +0.5% | -0.5% | +7.1% |
| 1Y | -2.2% | +27.2% | -29.4% | +4.3% |
| All | -2.2% | +27.0% | -29.2% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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