+403.8%
HUT vs IEF
+9.9%
+393.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.8% | -4.8% | -5.4% |
| 7D | +2.8% | -1.2% | +4.0% | +3.1% |
| 30D | +2.1% | -1.5% | +3.5% | +2.4% |
| 3M | -14.3% | -1.7% | -12.6% | -13.9% |
| 6M | +84.2% | -3.5% | +87.7% | +85.3% |
| YTD | +97.2% | -2.6% | +99.9% | +98.4% |
| 1Y | +192.7% | -2.4% | +195.1% | +194.4% |
| 3Y | +712.6% | +8.9% | +703.6% | +700.2% |
| 5Y | +85.5% | -9.2% | +94.7% | +58.1% |
| All | +403.8% | +9.9% | +393.8% | +262.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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