+510.6%
HUT vs SITM
+342.8%
+167.8%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.7% |
| 7D | +34.9% | +32.5% | +2.3% | +18.4% |
| 30D | -25.9% | -18.8% | -7.1% | -17.3% |
| 3M | -31.7% | -30.9% | -0.9% | -19.2% |
| 6M | -42.2% | -44.5% | +2.2% | -26.9% |
| YTD | +34.9% | +33.2% | +1.7% | +7.0% |
| 1Y | +48.5% | +53.8% | -5.3% | +9.8% |
| All | +510.6% | +342.8% | +167.8% | +170.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling