+217.0%
HUT vs STLA
-61.7%
+278.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.2% | +8.5% | +8.4% |
| 7D | +3.7% | -6.4% | +10.0% | +6.2% |
| 30D | -32.3% | -1.3% | -31.0% | -32.9% |
| 3M | -35.6% | -19.9% | -15.7% | -29.7% |
| 6M | -42.1% | -42.9% | +0.8% | -24.6% |
| YTD | +24.1% | -59.4% | +83.5% | +88.4% |
| 1Y | +27.9% | -56.8% | +84.7% | +84.3% |
| 3Y | +409.1% | -73.1% | +482.2% | +840.7% |
| 5Y | -25.9% | -70.1% | +44.1% | +26.7% |
| All | +217.0% | -61.7% | +278.7% | +299.1% |
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