+86.4%
STM vs HUT
+194.0%
-107.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +14.6% | -10.2% | +2.7% |
| 7D | -10.7% | -11.4% | +0.6% | -9.8% |
| 30D | -25.7% | -41.0% | +15.3% | -21.5% |
| 3M | -21.6% | -41.9% | +20.4% | -17.2% |
| 6M | -27.8% | -51.7% | +23.9% | -22.8% |
| YTD | +61.8% | +14.6% | +47.1% | +55.7% |
| 1Y | +78.1% | +21.4% | +56.7% | +68.6% |
| 3Y | +4.9% | +359.8% | -354.9% | -20.0% |
| 5Y | -14.3% | -27.5% | +13.2% | -31.1% |
| All | +86.4% | +194.0% | -107.6% | +4.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling