+86.3%
HUT vs STZ
-33.3%
+119.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.7% | +6.9% | +6.5% |
| 7D | +17.8% | -1.9% | +19.7% | +18.8% |
| 30D | +0.8% | -1.9% | +2.7% | +1.1% |
| 3M | -26.8% | -6.2% | -20.5% | -25.6% |
| 6M | +72.6% | -14.0% | +86.6% | +82.9% |
| YTD | +103.6% | -5.1% | +108.7% | +97.5% |
| 1Y | +265.3% | -9.6% | +274.8% | +265.9% |
| 3Y | +689.4% | -47.2% | +736.6% | +1,021.7% |
| All | +86.3% | -33.3% | +119.6% | +120.6% |
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