+215.7%
HUT vs QLD
+640.5%
-424.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | +0.6% |
| 7D | -10.9% | -3.8% | -7.2% | -8.8% |
| 30D | -32.6% | -20.5% | -12.1% | -17.4% |
| 3M | -33.7% | -14.6% | -19.1% | -23.1% |
| 6M | -42.3% | -14.7% | -27.7% | -32.9% |
| YTD | +23.6% | +11.2% | +12.4% | +19.1% |
| 1Y | +20.4% | +7.1% | +13.3% | +20.8% |
| 3Y | +423.2% | +141.1% | +282.1% | +203.3% |
| 5Y | -19.4% | +84.3% | -103.7% | -43.1% |
| All | +215.7% | +640.5% | -424.8% | +53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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