+448.2%
HUT vs INVH
+54.4%
+393.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.1% | +8.9% | +8.9% |
| 7D | +5.4% | -3.0% | +8.4% | +7.8% |
| 30D | +8.6% | -7.5% | +16.1% | +14.5% |
| 3M | -15.2% | -5.5% | -9.7% | -13.1% |
| 6M | +92.9% | +11.7% | +81.2% | +72.3% |
| YTD | +114.6% | +1.3% | +113.3% | +104.7% |
| 1Y | +208.5% | -6.1% | +214.6% | +207.9% |
| 3Y | +821.5% | -9.8% | +831.3% | +847.5% |
| 5Y | +101.8% | -19.7% | +121.5% | +135.0% |
| All | +448.2% | +54.4% | +393.8% | +339.8% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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