+901.0%
HUT vs SITM
+3,535.1%
-2,634.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +6.3% | +1.2% | +4.5% |
| 7D | +24.8% | +17.2% | +7.6% | +15.6% |
| 30D | -28.4% | -17.1% | -11.3% | -20.2% |
| 3M | -31.2% | -29.2% | -2.1% | -18.5% |
| 6M | -40.2% | -47.6% | +7.3% | -21.0% |
| YTD | +32.9% | +33.8% | -0.9% | +3.9% |
| 1Y | +39.1% | +54.1% | -15.0% | +1.2% |
| 3Y | +462.8% | +337.6% | +125.2% | +116.2% |
| 5Y | -13.9% | +89.7% | -103.6% | -54.6% |
| All | +901.0% | +3,535.1% | -2,634.1% | +126.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling