+86.1%
HUT vs SITM
+164.5%
-78.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.5% | -2.1% | -2.8% |
| 7D | +18.9% | +3.7% | +15.2% | +16.6% |
| 30D | +12.0% | -14.5% | +26.5% | +20.8% |
| 3M | -14.9% | -10.6% | -4.3% | -13.4% |
| 6M | +96.8% | +65.5% | +31.3% | +36.8% |
| YTD | +108.8% | +67.0% | +41.8% | +35.2% |
| 1Y | +227.4% | +138.6% | +88.8% | +63.5% |
| 3Y | +760.3% | +421.8% | +338.4% | +129.1% |
| 5Y | +86.1% | +172.4% | -86.4% | -39.6% |
| All | +86.1% | +164.5% | -78.4% | -39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling