+86.3%
HUT vs EXEL
+199.5%
-113.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.2% | +6.4% | +6.3% |
| 7D | +17.8% | +8.4% | +9.4% | +13.0% |
| 30D | +0.8% | +4.1% | -3.2% | -1.6% |
| 3M | -26.8% | +12.4% | -39.2% | -31.8% |
| 6M | +72.6% | +41.5% | +31.0% | +43.6% |
| YTD | +103.6% | +34.6% | +69.0% | +73.3% |
| 1Y | +265.3% | +57.9% | +207.4% | +187.4% |
| 3Y | +689.4% | +159.5% | +529.9% | +310.8% |
| All | +86.3% | +199.5% | -113.2% | -19.6% |
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