+217.0%
HUT vs STT
+108.8%
+108.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.2% | +5.1% | +5.7% |
| 7D | +3.7% | +0.9% | +2.7% | +2.6% |
| 30D | -32.3% | -2.3% | -30.0% | -30.8% |
| 3M | -35.6% | -7.5% | -28.2% | -31.3% |
| 6M | -42.1% | +14.9% | -57.0% | -47.9% |
| YTD | +24.1% | +34.9% | -10.8% | -0.2% |
| 1Y | +27.9% | +47.1% | -19.2% | -3.3% |
| 3Y | +409.1% | +179.6% | +229.5% | +152.5% |
| 5Y | -25.9% | +107.1% | -133.0% | -54.9% |
| All | +217.0% | +108.8% | +108.3% | +54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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