+220.1%
HUT vs XEL
+148.7%
+71.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.1% | -7.2% | -7.1% |
| 7D | +9.3% | +2.4% | +6.9% | +9.0% |
| 30D | -23.1% | +8.3% | -31.4% | -24.1% |
| 3M | -30.6% | +4.2% | -34.8% | -31.1% |
| 6M | -46.9% | +3.7% | -50.6% | -47.3% |
| YTD | +25.3% | +13.1% | +12.3% | +22.3% |
| 1Y | +59.8% | +5.0% | +54.8% | +58.1% |
| 3Y | +467.2% | +55.0% | +412.2% | +419.0% |
| 5Y | -24.6% | +51.8% | -76.5% | -30.0% |
| All | +220.1% | +148.7% | +71.4% | +226.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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