+244.6%
HUT vs STLA
-66.5%
+311.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.1% | +7.6% | +4.7% |
| 7D | +34.9% | -13.1% | +47.9% | +44.5% |
| 30D | -25.9% | -13.3% | -12.6% | -21.7% |
| 3M | -31.7% | -27.9% | -3.9% | -21.5% |
| 6M | -42.2% | -47.8% | +5.6% | -21.6% |
| YTD | +34.9% | -64.6% | +99.5% | +118.9% |
| 1Y | +48.5% | -64.0% | +112.5% | +136.0% |
| 3Y | +471.2% | -76.8% | +548.0% | +1,039.8% |
| 5Y | -18.9% | -74.2% | +55.3% | +49.2% |
| All | +244.6% | -66.5% | +311.1% | +363.8% |
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