+453.2%
HUT vs STZ
-37.7%
+490.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -5.6% | +12.0% | +8.9% |
| 7D | +28.3% | -7.4% | +35.6% | +32.4% |
| 30D | +12.3% | -10.9% | +23.2% | +17.5% |
| 3M | -16.8% | -13.4% | -3.4% | -12.4% |
| 6M | +111.4% | -16.2% | +127.6% | +124.4% |
| YTD | +116.6% | -10.4% | +127.0% | +118.3% |
| 1Y | +290.5% | -14.8% | +305.2% | +304.6% |
| 3Y | +792.3% | -50.1% | +842.4% | +1,093.3% |
| 5Y | +94.1% | -38.8% | +132.9% | +139.4% |
| All | +453.2% | -37.7% | +490.9% | +507.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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