+453.2%
HUT vs XRT
+112.5%
+340.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -2.2% | +8.5% | +8.8% |
| 7D | +28.3% | -0.3% | +28.5% | +28.5% |
| 30D | +12.3% | -5.6% | +17.9% | +18.7% |
| 3M | -16.8% | +2.5% | -19.4% | -21.4% |
| 6M | +111.4% | +3.7% | +107.7% | +100.2% |
| YTD | +116.6% | +1.0% | +115.6% | +113.9% |
| 1Y | +290.5% | -1.2% | +291.7% | +298.5% |
| 3Y | +792.3% | +43.4% | +748.9% | +551.3% |
| 5Y | +94.1% | -0.7% | +94.9% | +109.8% |
| All | +453.2% | +112.5% | +340.7% | +187.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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