+420.1%
HUT vs XLB
+106.1%
+314.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.3% | +6.5% | +6.7% |
| 7D | +17.8% | -1.4% | +19.2% | +20.0% |
| 30D | +0.8% | -0.4% | +1.2% | +0.9% |
| 3M | -26.8% | +2.0% | -28.7% | -30.3% |
| 6M | +72.6% | +1.8% | +70.7% | +68.5% |
| YTD | +103.6% | +16.6% | +87.0% | +67.6% |
| 1Y | +265.3% | +16.9% | +248.3% | +200.7% |
| 3Y | +689.4% | +32.6% | +656.9% | +476.8% |
| 5Y | +75.3% | +35.6% | +39.7% | +37.5% |
| All | +420.1% | +106.1% | +314.0% | +152.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling