+420.1%
HUT vs STLA
-51.8%
+471.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.3% | +4.9% | +5.5% |
| 7D | +17.8% | +2.6% | +15.2% | +16.3% |
| 30D | +0.8% | -1.2% | +2.1% | +0.7% |
| 3M | -26.8% | -24.8% | -2.0% | -15.9% |
| 6M | +72.6% | -25.6% | +98.1% | +101.0% |
| YTD | +103.6% | -48.9% | +152.6% | +179.6% |
| 1Y | +265.3% | -38.8% | +304.0% | +341.4% |
| 3Y | +689.4% | -64.5% | +753.9% | +1,178.3% |
| 5Y | +75.3% | -62.4% | +137.8% | +171.9% |
| All | +420.1% | -51.8% | +471.9% | +492.2% |
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