+239.5%
HUT vs IVZ
+27.5%
+212.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.8% | +8.4% | +8.2% |
| 7D | +24.8% | -2.8% | +27.5% | +27.3% |
| 30D | -28.4% | -2.2% | -26.2% | -27.3% |
| 3M | -31.2% | -8.1% | -23.1% | -27.2% |
| 6M | -40.2% | +3.8% | -44.0% | -42.1% |
| YTD | +32.9% | +11.5% | +21.5% | +23.9% |
| 1Y | +39.1% | +23.7% | +15.4% | +21.8% |
| 3Y | +462.8% | +145.8% | +317.0% | +222.0% |
| 5Y | -13.9% | +36.1% | -50.0% | -29.2% |
| All | +239.5% | +27.5% | +212.0% | +96.6% |
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