-21.3%
HUT vs STZ
-29.4%
+8.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.7% | -7.8% | -7.3% |
| 7D | +9.3% | +2.6% | +6.8% | +8.5% |
| 30D | -23.1% | +15.2% | -38.3% | -28.0% |
| 3M | -30.6% | +7.6% | -38.2% | -33.7% |
| 6M | -46.9% | +5.3% | -52.1% | -49.4% |
| YTD | +25.3% | +8.6% | +16.7% | +13.3% |
| 1Y | +59.8% | +15.6% | +44.3% | +39.1% |
| 3Y | +467.2% | -35.2% | +502.4% | +586.2% |
| All | -21.3% | -29.4% | +8.1% | -1.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling