+409.1%
HUT vs XLB
+44.4%
+364.7%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.9% | +6.4% | +5.3% |
| 7D | +3.7% | -1.4% | +5.0% | +4.2% |
| 30D | -32.3% | +7.1% | -39.4% | -41.3% |
| 3M | -35.6% | +0.6% | -36.2% | -38.2% |
| 6M | -42.1% | +3.5% | -45.6% | -48.4% |
| YTD | +24.1% | +18.2% | +5.9% | -8.9% |
| 1Y | +27.9% | +25.6% | +2.3% | -14.9% |
| 3Y | +409.1% | +46.7% | +362.4% | +277.7% |
| All | +409.1% | +44.4% | +364.7% | +277.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling