+359.8%
HUT vs EXEL
+231.1%
+128.7%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | +1.3% | +13.3% | +14.2% |
| 7D | -11.4% | +0.3% | -11.6% | -11.3% |
| 30D | -41.0% | +19.0% | -60.1% | -44.4% |
| 3M | -41.9% | +33.3% | -75.2% | -47.4% |
| 6M | -51.7% | +42.9% | -94.5% | -57.6% |
| YTD | +14.6% | +58.7% | -44.1% | -2.7% |
| 1Y | +21.4% | +70.5% | -49.1% | +2.0% |
| 3Y | +359.8% | +233.8% | +126.0% | +298.8% |
| All | +359.8% | +231.1% | +128.7% | +298.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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