-13.9%
HUT vs XHB
+33.4%
-47.3%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.1% | +7.6% | +7.6% |
| 7D | +24.8% | -4.1% | +28.9% | +31.1% |
| 30D | -28.4% | +9.6% | -38.0% | -39.0% |
| 3M | -31.2% | -6.0% | -25.2% | -29.2% |
| 6M | -40.2% | +2.2% | -42.4% | -46.3% |
| YTD | +32.9% | +1.1% | +31.8% | +23.4% |
| 1Y | +39.1% | -1.7% | +40.8% | +33.1% |
| 3Y | +462.8% | +36.5% | +426.3% | +205.8% |
| 5Y | -13.9% | +33.5% | -47.3% | -50.6% |
| All | -13.9% | +33.4% | -47.3% | -50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 5y: compounded portfolio wealth divided by compounded XHB 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…
5y analysis · Full analysis span regression · 6 months rolling