+501.6%
HUT vs STRL
+358.3%
+143.3%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +4.9% | +2.6% | +4.3% |
| 7D | +24.8% | +7.1% | +17.6% | +18.5% |
| 30D | -28.4% | -39.4% | +11.0% | +0.5% |
| 3M | -31.2% | -43.0% | +11.7% | +0.4% |
| 6M | -40.2% | -65.0% | +24.8% | +15.0% |
| YTD | +32.9% | -0.8% | +33.7% | +19.3% |
| 1Y | +39.1% | -20.3% | +59.4% | +44.5% |
| All | +501.6% | +358.3% | +143.3% | +122.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling