+192.7%
HUT vs STZ
-26.4%
+219.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | -1.8% | +16.4% | +15.3% |
| 7D | -11.4% | +4.9% | -16.3% | -13.9% |
| 30D | -41.0% | +20.9% | -61.9% | -46.8% |
| 3M | -41.9% | +8.0% | -49.9% | -45.5% |
| 6M | -51.7% | -5.3% | -46.4% | -52.3% |
| YTD | +14.6% | +5.9% | +8.7% | +4.9% |
| 1Y | +21.4% | +14.2% | +7.2% | +6.9% |
| 3Y | +359.8% | -37.0% | +396.8% | +435.4% |
| 5Y | -27.5% | -29.7% | +2.2% | -17.8% |
| All | +192.7% | -26.4% | +219.1% | +191.6% |
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 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