+94.1%
HUT vs HIG
+122.5%
-28.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -2.0% | +8.3% | +7.3% |
| 7D | +28.3% | -1.1% | +29.3% | +28.9% |
| 30D | +12.3% | -4.9% | +17.2% | +14.9% |
| 3M | -16.8% | +6.8% | -23.6% | -21.2% |
| 6M | +111.4% | -1.7% | +113.1% | +108.9% |
| YTD | +116.6% | -0.2% | +116.8% | +110.2% |
| 1Y | +290.5% | +5.7% | +284.8% | +258.6% |
| 3Y | +792.3% | +100.3% | +692.0% | +363.6% |
| 5Y | +94.1% | +118.5% | -24.4% | -12.1% |
| All | +94.1% | +122.5% | -28.4% | -12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling