+453.2%
HUT vs XLB
+104.1%
+349.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.0% | +7.3% | +7.7% |
| 7D | +28.3% | -0.2% | +28.5% | +28.5% |
| 30D | +12.3% | -1.7% | +14.0% | +14.5% |
| 3M | -16.8% | +4.4% | -21.2% | -23.7% |
| 6M | +111.4% | +5.0% | +106.3% | +97.0% |
| YTD | +116.6% | +15.5% | +101.1% | +80.5% |
| 1Y | +290.5% | +14.9% | +275.5% | +228.9% |
| 3Y | +792.3% | +34.5% | +757.8% | +539.5% |
| 5Y | +94.1% | +36.5% | +57.6% | +51.8% |
| All | +453.2% | +104.1% | +349.0% | +171.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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