+420.1%
HUT vs STZ
-34.0%
+454.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +82.0% |
| YTD | +103.6% | -5.1% | +108.7% | +100.5% |
| 1Y | +265.3% | -9.6% | +274.8% | +269.2% |
| 3Y | +689.4% | -47.2% | +736.6% | +931.8% |
| 5Y | +75.3% | -33.6% | +108.9% | +108.9% |
| All | +420.1% | -34.0% | +454.2% | +457.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling