+420.1%
HUT vs IEF
+11.2%
+408.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | 0.0% | +6.2% | +6.2% |
| 7D | +17.8% | -0.3% | +18.1% | +17.9% |
| 30D | +0.8% | -0.8% | +1.6% | +1.0% |
| 3M | -26.8% | -1.0% | -25.8% | -26.6% |
| 6M | +72.6% | -2.8% | +75.3% | +73.1% |
| YTD | +103.6% | -1.5% | +105.1% | +104.3% |
| 1Y | +265.3% | -0.4% | +265.7% | +266.2% |
| 3Y | +689.4% | +9.7% | +679.8% | +675.9% |
| 5Y | +75.3% | -8.3% | +83.7% | +48.9% |
| All | +420.1% | +11.2% | +408.9% | +273.5% |
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