-41.9%
HUT vs EXE
-7.9%
-34.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | -0.9% | +15.4% | +14.5% |
| 7D | -11.4% | -6.6% | -4.8% | -12.4% |
| 30D | -41.0% | -4.0% | -37.0% | -40.4% |
| 3M | -41.9% | -7.5% | -34.5% | -42.7% |
| All | -41.9% | -7.9% | -34.0% | -42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 3mo: compounded portfolio wealth divided by compounded EXE 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…
3mo analysis · Full analysis span regression · Available span rolling