+108.8%
STM vs HUT
+221.4%
-112.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.1% | +7.7% | +1.4% |
| 7D | +12.0% | +9.3% | +2.7% | +10.8% |
| 30D | -0.4% | -23.1% | +22.7% | +2.2% |
| 3M | -13.2% | -30.6% | +17.4% | -10.2% |
| 6M | -26.1% | -46.9% | +20.8% | -21.8% |
| YTD | +81.2% | +25.3% | +55.9% | +72.5% |
| 1Y | +98.3% | +59.8% | +38.5% | +82.6% |
| 3Y | +16.7% | +467.2% | -450.5% | -12.9% |
| 5Y | -4.8% | -24.6% | +19.8% | -24.2% |
| All | +108.8% | +221.4% | -112.7% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 HUT 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