+192.7%
HUT vs STRL
+1,938.9%
-1,746.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | +3.5% | +11.1% | +12.8% |
| 7D | -11.4% | -26.9% | +15.5% | +5.8% |
| 30D | -41.0% | -52.7% | +11.6% | -11.5% |
| 3M | -41.9% | -52.8% | +10.9% | -12.5% |
| 6M | -51.7% | -71.5% | +19.8% | -7.8% |
| YTD | +14.6% | -17.4% | +32.0% | +24.4% |
| 1Y | +21.4% | -35.0% | +56.4% | +47.4% |
| 3Y | +359.8% | +239.2% | +120.6% | +167.8% |
| 5Y | -27.5% | +830.2% | -857.6% | -70.7% |
| All | +192.7% | +1,938.9% | -1,746.1% | -1.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling