+359.8%
HUT vs EXR
+69.9%
+289.9%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | -0.6% | +15.2% | +14.7% |
| 7D | -11.4% | +5.2% | -16.6% | -12.6% |
| 30D | -41.0% | +20.9% | -61.9% | -44.2% |
| 3M | -41.9% | +7.7% | -49.6% | -43.2% |
| 6M | -51.7% | +13.2% | -64.9% | -54.1% |
| YTD | +14.6% | +26.5% | -11.9% | +5.5% |
| 1Y | +21.4% | +27.2% | -5.8% | +11.2% |
| 3Y | +359.8% | +71.5% | +288.3% | +380.6% |
| All | +359.8% | +69.9% | +289.9% | +380.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling