+448.2%
HUT vs ITOT
+203.9%
+244.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.8% | +8.0% | +7.1% |
| 7D | +5.4% | -0.9% | +6.3% | +7.6% |
| 30D | +8.6% | -1.5% | +10.1% | +12.1% |
| 3M | -15.2% | +3.6% | -18.8% | -21.0% |
| 6M | +92.9% | +13.7% | +79.2% | +54.9% |
| YTD | +114.6% | +12.9% | +101.7% | +78.4% |
| 1Y | +208.5% | +17.2% | +191.3% | +146.8% |
| 3Y | +821.5% | +75.6% | +745.9% | +301.0% |
| 5Y | +101.8% | +75.5% | +26.4% | +3.9% |
| All | +448.2% | +203.9% | +244.3% | +92.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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