+1,084.8%
STX vs HUT
+218.4%
+866.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +8.3% | +1.5% | +9.0% |
| 7D | -14.8% | +3.7% | -18.4% | -15.2% |
| 30D | -35.4% | -32.3% | -3.0% | -33.1% |
| 3M | -37.7% | -35.6% | -2.0% | -35.5% |
| 6M | -35.2% | -42.1% | +6.9% | -32.4% |
| YTD | +84.4% | +24.1% | +60.3% | +79.9% |
| 1Y | +82.3% | +27.9% | +54.4% | +76.6% |
| 3Y | +646.2% | +409.1% | +237.1% | +526.4% |
| 5Y | +487.4% | -25.9% | +513.4% | +403.7% |
| All | +1,084.8% | +218.4% | +866.4% | +745.5% |
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