+403.8%
HUT vs XEL
+128.0%
+275.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.0% | -4.5% | -5.4% |
| 7D | +2.8% | -1.2% | +4.1% | +3.1% |
| 30D | +2.1% | -2.9% | +4.9% | +2.6% |
| 3M | -14.3% | -2.7% | -11.6% | -14.0% |
| 6M | +84.2% | -6.5% | +90.7% | +85.7% |
| YTD | +97.2% | +3.6% | +93.6% | +95.4% |
| 1Y | +192.7% | +7.5% | +185.2% | +188.3% |
| 3Y | +712.6% | +46.3% | +666.2% | +649.0% |
| 5Y | +85.5% | +30.5% | +54.9% | +76.6% |
| All | +403.8% | +128.0% | +275.8% | +421.3% |
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