+192.7%
HUT vs STLA
-61.6%
+254.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | -0.2% | +14.8% | +14.7% |
| 7D | -11.4% | -4.5% | -6.8% | -10.2% |
| 30D | -41.0% | -3.9% | -37.1% | -40.7% |
| 3M | -41.9% | -20.2% | -21.7% | -36.4% |
| 6M | -51.7% | -42.2% | -9.5% | -37.6% |
| YTD | +14.6% | -59.3% | +73.9% | +73.8% |
| 1Y | +21.4% | -56.1% | +77.4% | +73.1% |
| 3Y | +359.8% | -73.7% | +433.5% | +761.1% |
| 5Y | -27.5% | -70.3% | +42.8% | +24.4% |
| All | +192.7% | -61.6% | +254.3% | +268.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling