-21.3%
HUT vs STT
+104.1%
-125.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.1% | -7.0% | -6.9% |
| 7D | +9.3% | +4.8% | +4.6% | +3.5% |
| 30D | -23.1% | +3.9% | -27.0% | -26.6% |
| 3M | -30.6% | -8.2% | -22.4% | -22.8% |
| 6M | -46.9% | +15.6% | -62.5% | -55.6% |
| YTD | +25.3% | +37.6% | -12.3% | -14.4% |
| 1Y | +59.8% | +50.1% | +9.7% | -1.4% |
| 3Y | +467.2% | +183.1% | +284.1% | +74.4% |
| All | -21.3% | +104.1% | -125.4% | -68.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling