+86.3%
HUT vs STRL
+2,010.6%
-1,924.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +5.8% | +0.4% | +2.5% |
| 7D | +17.8% | +3.4% | +14.4% | +15.4% |
| 30D | +0.8% | -9.2% | +10.1% | +7.1% |
| 3M | -26.8% | -51.0% | +24.3% | +14.0% |
| 6M | +72.6% | +15.8% | +56.8% | +37.2% |
| YTD | +103.6% | +58.9% | +44.8% | +29.6% |
| 1Y | +265.3% | +68.5% | +196.7% | +122.3% |
| 3Y | +689.4% | +485.2% | +204.2% | +79.1% |
| All | +86.3% | +2,010.6% | -1,924.2% | -86.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling