+453.2%
HUT vs STLA
-53.2%
+506.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -3.1% | +9.4% | +8.0% |
| 7D | +28.3% | +0.7% | +27.5% | +27.7% |
| 30D | +12.3% | -2.4% | +14.7% | +12.7% |
| 3M | -16.8% | -23.9% | +7.1% | -5.6% |
| 6M | +111.4% | -24.6% | +136.0% | +143.9% |
| YTD | +116.6% | -50.5% | +167.1% | +202.0% |
| 1Y | +290.5% | -39.8% | +330.3% | +375.4% |
| 3Y | +792.3% | -65.6% | +857.9% | +1,368.0% |
| 5Y | +94.1% | -62.1% | +156.2% | +200.9% |
| All | +453.2% | -53.2% | +506.4% | +539.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 10y: compounded portfolio wealth divided by compounded STLA 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…
10y analysis · Full analysis span regression · 6 months rolling