-18.9%
HUT vs IEF
-8.1%
-10.7%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.9% |
| 7D | +34.9% | -1.9% | +36.8% | +36.0% |
| 30D | -25.9% | +1.1% | -27.0% | -26.6% |
| 3M | -31.7% | -1.9% | -29.8% | -31.1% |
| 6M | -42.2% | -2.4% | -39.9% | -41.5% |
| YTD | +34.9% | -3.0% | +37.9% | +37.2% |
| 1Y | +48.5% | -3.1% | +51.7% | +51.2% |
| 3Y | +471.2% | +10.7% | +460.5% | +430.3% |
| 5Y | -18.9% | -8.0% | -10.9% | -43.3% |
| All | -18.9% | -8.1% | -10.7% | -43.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling