+433.3%
HUT vs HIG
+202.7%
+230.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.7% | -4.3% | -3.9% |
| 7D | +18.9% | -0.5% | +19.4% | +19.1% |
| 30D | +12.0% | -2.8% | +14.8% | +13.2% |
| 3M | -14.9% | +6.3% | -21.2% | -18.6% |
| 6M | +96.8% | -0.1% | +96.9% | +92.9% |
| YTD | +108.8% | +0.4% | +108.4% | +102.6% |
| 1Y | +227.4% | +6.2% | +221.1% | +204.8% |
| 3Y | +760.3% | +101.6% | +658.7% | +449.5% |
| 5Y | +86.1% | +119.8% | -33.8% | +14.4% |
| All | +433.3% | +202.7% | +230.6% | +131.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling