+208.5%
HUT vs SITM
+155.7%
+52.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +5.5% | +3.3% | +7.1% |
| 7D | +5.4% | +3.9% | +1.6% | +4.2% |
| 30D | +8.6% | -6.6% | +15.2% | +10.7% |
| 3M | -15.2% | -11.9% | -3.4% | -14.5% |
| 6M | +92.9% | +81.1% | +11.7% | +61.1% |
| YTD | +114.6% | +80.0% | +34.7% | +78.2% |
| 1Y | +208.5% | +145.8% | +62.7% | +167.7% |
| All | +208.5% | +155.7% | +52.8% | +167.7% |
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