+192.7%
HUT vs STT
+102.3%
+90.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | +0.2% | +14.4% | +14.4% |
| 7D | -11.4% | -2.5% | -8.9% | -9.9% |
| 30D | -41.0% | -5.0% | -36.1% | -38.5% |
| 3M | -41.9% | -10.5% | -31.5% | -36.4% |
| 6M | -51.7% | +10.0% | -61.7% | -55.0% |
| YTD | +14.6% | +30.7% | -16.1% | -5.6% |
| 1Y | +21.4% | +43.8% | -22.4% | -6.6% |
| 3Y | +359.8% | +168.1% | +191.7% | +135.3% |
| 5Y | -27.5% | +101.4% | -128.9% | -54.8% |
| All | +192.7% | +102.3% | +90.5% | +45.9% |
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