+792.3%
HUT vs IVZ
+140.4%
+651.9%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -2.2% | +8.6% | +8.6% |
| 7D | +28.3% | +1.1% | +27.2% | +26.8% |
| 30D | +12.3% | +3.1% | +9.2% | +8.1% |
| 3M | -16.8% | +18.2% | -35.0% | -31.0% |
| 6M | +111.4% | +38.6% | +72.7% | +50.0% |
| YTD | +116.6% | +25.9% | +90.7% | +68.6% |
| 1Y | +290.5% | +51.7% | +238.8% | +160.0% |
| 3Y | +792.3% | +138.7% | +653.6% | +318.7% |
| All | +792.3% | +140.4% | +651.9% | +318.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling