-19.4%
HUT vs SITM
+97.5%
-117.0%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.3% | +1.1% |
| 7D | -10.9% | -0.1% | -10.9% | -10.1% |
| 30D | -32.6% | -27.4% | -5.2% | -18.7% |
| 3M | -33.7% | -35.6% | +1.9% | -16.0% |
| 6M | -42.3% | -46.6% | +4.3% | -22.3% |
| YTD | +23.6% | +25.8% | -2.3% | -5.8% |
| 1Y | +20.4% | +38.2% | -17.9% | -13.3% |
| 3Y | +423.2% | +311.5% | +111.7% | +60.7% |
| 5Y | -19.4% | +94.6% | -114.0% | -67.0% |
| All | -19.4% | +97.5% | -117.0% | -67.0% |
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