+215.7%
HUT vs IVZ
+28.6%
+187.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | -10.9% | +2.2% | -13.1% | -13.2% |
| 30D | -32.6% | -2.2% | -30.5% | -31.6% |
| 3M | -33.7% | -8.4% | -25.3% | -29.6% |
| 6M | -42.3% | +6.2% | -48.5% | -45.0% |
| YTD | +23.6% | +12.4% | +11.2% | +14.5% |
| 1Y | +20.4% | +26.0% | -5.7% | +4.1% |
| 3Y | +423.2% | +147.9% | +275.4% | +197.7% |
| 5Y | -19.4% | +38.8% | -58.2% | -34.4% |
| All | +215.7% | +28.6% | +187.1% | +81.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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