+239.5%
HUT vs STRL
+2,350.4%
-2,110.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +4.9% | +2.6% | +5.0% |
| 7D | +24.8% | +7.1% | +17.6% | +19.9% |
| 30D | -28.4% | -39.4% | +11.0% | -5.6% |
| 3M | -31.2% | -43.0% | +11.7% | -6.3% |
| 6M | -40.2% | -65.0% | +24.8% | +2.4% |
| YTD | +32.9% | -0.8% | +33.7% | +30.8% |
| 1Y | +39.1% | -20.3% | +59.4% | +51.7% |
| 3Y | +462.8% | +356.5% | +106.3% | +187.7% |
| 5Y | -13.9% | +952.8% | -966.7% | -68.1% |
| All | +239.5% | +2,350.4% | -2,110.9% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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