-21.3%
HUT vs STLA
-74.6%
+53.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -1.0% | -6.1% | -6.5% |
| 7D | +9.3% | -13.8% | +23.1% | +18.9% |
| 30D | -23.1% | -10.5% | -12.6% | -20.0% |
| 3M | -30.6% | -28.9% | -1.7% | -17.9% |
| 6M | -46.9% | -49.7% | +2.9% | -21.9% |
| YTD | +25.3% | -64.9% | +90.2% | +124.2% |
| 1Y | +59.8% | -64.0% | +123.9% | +175.2% |
| 3Y | +467.2% | -77.4% | +544.6% | +1,243.9% |
| All | -21.3% | -74.6% | +53.3% | +25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling