+1,516.4%
HUT vs SITM
+4,789.7%
-3,273.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +5.5% | +3.3% | +6.2% |
| 7D | +5.4% | +3.9% | +1.6% | +3.5% |
| 30D | +8.6% | -6.6% | +15.2% | +11.6% |
| 3M | -15.2% | -11.9% | -3.4% | -13.0% |
| 6M | +92.9% | +81.1% | +11.7% | +36.3% |
| YTD | +114.6% | +80.0% | +34.7% | +44.2% |
| 1Y | +208.5% | +145.8% | +62.7% | +71.1% |
| 3Y | +821.5% | +475.9% | +345.6% | +206.5% |
| 5Y | +101.8% | +189.2% | -87.4% | -12.9% |
| All | +1,516.4% | +4,789.7% | -3,273.3% | +214.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling