+720.6%
HUT vs STRL
+484.5%
+236.1%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +5.8% | +0.4% | +2.7% |
| 7D | +17.8% | +3.4% | +14.4% | +15.5% |
| 30D | +0.8% | -9.2% | +10.1% | +6.8% |
| 3M | -26.8% | -51.0% | +24.3% | +10.7% |
| 6M | +72.6% | +15.8% | +56.8% | +40.9% |
| YTD | +103.6% | +58.9% | +44.8% | +34.8% |
| 1Y | +265.3% | +68.5% | +196.7% | +133.3% |
| All | +720.6% | +484.5% | +236.1% | +137.6% |
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