+420.1%
HUT vs EXR
+122.2%
+297.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.2% | +7.4% | +7.0% |
| 7D | +17.8% | -2.6% | +20.3% | +19.7% |
| 30D | +0.8% | -7.2% | +8.0% | +5.5% |
| 3M | -26.8% | -3.5% | -23.3% | -26.7% |
| 6M | +72.6% | -5.3% | +77.9% | +76.1% |
| YTD | +103.6% | +9.4% | +94.3% | +88.7% |
| 1Y | +265.3% | +1.3% | +263.9% | +251.7% |
| 3Y | +689.4% | +22.4% | +667.0% | +524.7% |
| 5Y | +75.3% | -12.2% | +87.6% | +84.7% |
| All | +420.1% | +122.2% | +297.9% | +250.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling