+15.7%
STM vs HUT
+699.5%
-683.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.2% | -4.3% | +0.9% |
| 7D | +5.8% | +17.8% | -12.0% | +3.1% |
| 30D | -1.0% | +0.8% | -1.9% | -1.5% |
| 3M | -33.3% | -26.8% | -6.5% | -31.0% |
| 6M | +57.4% | +72.6% | -15.2% | +42.4% |
| YTD | +102.2% | +103.6% | -1.4% | +77.3% |
| 1Y | +99.6% | +265.3% | -165.7% | +57.7% |
| All | +15.7% | +699.5% | -683.8% | -21.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling