-21.3%
HUT vs SITM
+73.6%
-94.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -5.5% | -1.6% | -4.1% |
| 7D | +9.3% | +6.6% | +2.7% | +5.8% |
| 30D | -23.1% | -15.3% | -7.8% | -14.2% |
| 3M | -30.6% | -35.4% | +4.8% | -11.9% |
| 6M | -46.9% | -46.8% | -0.1% | -27.8% |
| YTD | +25.3% | +25.9% | -0.5% | -4.4% |
| 1Y | +59.8% | +54.0% | +5.8% | +7.7% |
| 3Y | +467.2% | +315.6% | +151.6% | +72.5% |
| All | -21.3% | +73.6% | -94.9% | -64.6% |
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