+453.2%
HUT vs XLRE
+90.7%
+362.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.1% | +6.4% | +6.4% |
| 7D | +28.3% | -0.3% | +28.6% | +28.7% |
| 30D | +12.3% | -2.4% | +14.7% | +15.2% |
| 3M | -16.8% | +0.6% | -17.4% | -19.0% |
| 6M | +111.4% | +3.9% | +107.4% | +99.0% |
| YTD | +116.6% | +10.5% | +106.1% | +90.6% |
| 1Y | +290.5% | +8.4% | +282.1% | +250.9% |
| 3Y | +792.3% | +32.8% | +759.5% | +537.0% |
| 5Y | +94.1% | +7.0% | +87.1% | +86.7% |
| All | +453.2% | +90.7% | +362.5% | +336.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling