+448.2%
HUT vs XLRE
+88.6%
+359.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.9% | +8.0% | +7.9% |
| 7D | +5.4% | -1.2% | +6.6% | +6.9% |
| 30D | +8.6% | -2.4% | +11.0% | +11.6% |
| 3M | -15.2% | -2.5% | -12.7% | -14.2% |
| 6M | +92.9% | +4.0% | +88.9% | +81.9% |
| YTD | +114.6% | +9.3% | +105.3% | +91.6% |
| 1Y | +208.5% | +5.6% | +202.9% | +186.0% |
| 3Y | +821.5% | +31.3% | +790.2% | +567.4% |
| 5Y | +101.8% | +9.5% | +92.3% | +91.2% |
| All | +448.2% | +88.6% | +359.6% | +338.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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