+217.0%
HUT vs EXR
+158.6%
+58.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.6% | +7.7% | +7.9% |
| 7D | +3.7% | +2.7% | +1.0% | +1.4% |
| 30D | -32.3% | +18.9% | -51.3% | -40.1% |
| 3M | -35.6% | +8.4% | -44.0% | -39.8% |
| 6M | -42.1% | +14.3% | -56.4% | -48.7% |
| YTD | +24.1% | +27.2% | -3.1% | +3.1% |
| 1Y | +27.9% | +25.9% | +1.9% | +6.3% |
| 3Y | +409.1% | +54.6% | +354.5% | +242.1% |
| 5Y | -25.9% | -0.6% | -25.3% | -29.0% |
| All | +217.0% | +158.6% | +58.4% | +91.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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