+220.1%
HUT vs IEF
+9.3%
+210.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.2% | -6.9% | -7.1% |
| 7D | +9.3% | -2.0% | +11.3% | +9.6% |
| 30D | -23.1% | +0.7% | -23.8% | -23.3% |
| 3M | -30.6% | -2.5% | -28.1% | -30.3% |
| 6M | -46.9% | -2.6% | -44.3% | -46.6% |
| YTD | +25.3% | -3.2% | +28.5% | +26.0% |
| 1Y | +59.8% | -3.0% | +62.9% | +60.7% |
| 3Y | +467.2% | +10.5% | +456.7% | +457.2% |
| 5Y | -24.6% | -8.2% | -16.5% | -34.9% |
| All | +220.1% | +9.3% | +210.8% | +130.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling