-25.9%
HUT vs IAG
+540.0%
-565.9%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +5.8% | +2.5% | +6.1% |
| 7D | +3.7% | +24.0% | -20.3% | -5.7% |
| 30D | -32.3% | +5.5% | -37.9% | -34.2% |
| 3M | -35.6% | +8.3% | -43.9% | -38.0% |
| 6M | -42.1% | +6.1% | -48.2% | -44.4% |
| YTD | +24.1% | +20.3% | +3.8% | +15.0% |
| 1Y | +27.9% | +56.5% | -28.6% | +10.0% |
| 3Y | +409.1% | +762.6% | -353.5% | +135.3% |
| 5Y | -25.9% | +546.3% | -572.2% | -69.2% |
| All | -25.9% | +540.0% | -565.9% | -69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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