+192.7%
HUT vs QLD
+601.7%
-409.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | +2.5% | +12.0% | +12.4% |
| 7D | -11.4% | -10.3% | -1.1% | -3.4% |
| 30D | -41.0% | -26.1% | -15.0% | -22.9% |
| 3M | -41.9% | -17.8% | -24.2% | -30.5% |
| 6M | -51.7% | -15.6% | -36.1% | -43.4% |
| YTD | +14.6% | +5.4% | +9.2% | +15.6% |
| 1Y | +21.4% | +5.2% | +16.2% | +23.9% |
| 3Y | +359.8% | +139.4% | +220.4% | +168.8% |
| 5Y | -27.5% | +66.7% | -94.2% | -45.2% |
| All | +192.7% | +601.7% | -409.0% | +48.9% |
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