+1.7%
HUT vs HIG
+12.7%
-11.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | +2.4% | -25.6% | -20.0% |
| 7D | -29.5% | +6.2% | -35.7% | -23.0% |
| 30D | -45.2% | +9.4% | -54.6% | -37.6% |
| 3M | -51.6% | -2.3% | -49.3% | -51.4% |
| 6M | -37.3% | +4.2% | -41.5% | -31.0% |
| YTD | +6.5% | +1.6% | +5.0% | +18.0% |
| 1Y | +1.7% | +9.9% | -8.2% | +22.9% |
| All | +1.7% | +12.7% | -11.0% | +22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 1y: compounded portfolio wealth divided by compounded HIG 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…
1y analysis · Full analysis span regression · 6 months rolling