-4.5%
STM vs HUT
-17.9%
+13.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +7.6% | -4.1% | +2.1% |
| 7D | +1.4% | +24.8% | -23.3% | -2.5% |
| 30D | -8.4% | -28.4% | +20.0% | -3.6% |
| 3M | -15.8% | -31.2% | +15.4% | -11.4% |
| 6M | -22.8% | -40.2% | +17.4% | -17.7% |
| YTD | +79.4% | +32.9% | +46.4% | +63.5% |
| 1Y | +97.0% | +39.1% | +57.9% | +75.4% |
| 3Y | +14.2% | +462.8% | -448.6% | -31.2% |
| 5Y | -4.5% | -13.9% | +9.4% | -23.8% |
| All | -4.5% | -17.9% | +13.4% | -23.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling