+85.5%
HUT vs XLRE
+7.1%
+78.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.8% | -4.7% | -4.4% |
| 7D | +2.8% | -2.7% | +5.6% | +7.0% |
| 30D | +2.1% | -2.3% | +4.4% | +5.4% |
| 3M | -14.3% | -3.5% | -10.8% | -11.9% |
| 6M | +84.2% | +1.9% | +82.4% | +74.6% |
| YTD | +97.2% | +8.3% | +88.9% | +70.8% |
| 1Y | +192.7% | +6.4% | +186.3% | +159.8% |
| 3Y | +712.6% | +30.2% | +682.3% | +411.2% |
| 5Y | +85.5% | +8.6% | +76.8% | +95.8% |
| All | +85.5% | +7.1% | +78.3% | +95.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling