-21.3%
HUT vs EXR
-1.8%
-19.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.2% | -7.3% | -7.2% |
| 7D | +9.3% | -0.4% | +9.8% | +9.6% |
| 30D | -23.1% | +18.2% | -41.3% | -31.8% |
| 3M | -30.6% | +7.3% | -37.9% | -34.6% |
| 6M | -46.9% | +13.8% | -60.7% | -53.0% |
| YTD | +25.3% | +25.9% | -0.6% | +4.0% |
| 1Y | +59.8% | +25.8% | +34.0% | +32.2% |
| 3Y | +467.2% | +53.7% | +413.5% | +260.5% |
| All | -21.3% | -1.8% | -19.5% | -20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling