-33.8%
HUT vs EXEL
+260.1%
-293.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | +1.3% | +13.3% | +13.9% |
| 7D | -11.4% | +0.3% | -11.6% | -11.3% |
| 30D | -41.0% | +19.0% | -60.1% | -46.2% |
| 3M | -41.9% | +33.3% | -75.2% | -50.3% |
| 6M | -51.7% | +42.9% | -94.5% | -60.6% |
| YTD | +14.6% | +58.7% | -44.1% | -11.2% |
| 1Y | +21.4% | +70.5% | -49.1% | -8.6% |
| 3Y | +359.8% | +233.8% | +126.0% | +99.9% |
| All | -33.8% | +260.1% | -293.9% | -73.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling