+192.7%
HUT vs EXR
+157.0%
+35.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | -0.6% | +15.2% | +14.9% |
| 7D | -11.4% | +5.2% | -16.6% | -14.8% |
| 30D | -41.0% | +20.9% | -61.9% | -48.4% |
| 3M | -41.9% | +7.7% | -49.6% | -45.5% |
| 6M | -51.7% | +13.2% | -64.9% | -57.0% |
| YTD | +14.6% | +26.5% | -11.9% | -4.5% |
| 1Y | +21.4% | +27.2% | -5.8% | +0.2% |
| 3Y | +359.8% | +71.5% | +288.3% | +181.8% |
| 5Y | -27.5% | +0.4% | -27.9% | -30.9% |
| All | +192.7% | +157.0% | +35.7% | +77.1% |
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 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