+420.1%
HUT vs IVZ
+47.3%
+372.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.1% | +5.1% | +5.4% |
| 7D | +17.8% | +0.6% | +17.1% | +17.4% |
| 30D | +0.8% | +4.0% | -3.2% | -2.2% |
| 3M | -26.8% | +18.2% | -45.0% | -35.2% |
| 6M | +72.6% | +32.8% | +39.7% | +41.9% |
| YTD | +103.6% | +28.7% | +74.9% | +71.2% |
| 1Y | +265.3% | +55.4% | +209.9% | +175.3% |
| 3Y | +689.4% | +135.2% | +554.2% | +357.2% |
| 5Y | +75.3% | +64.2% | +11.2% | +28.0% |
| All | +420.1% | +47.3% | +372.8% | +171.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling