+420.1%
HUT vs XRT
+117.2%
+302.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.0% | +5.2% | +5.1% |
| 7D | +17.8% | +0.8% | +17.0% | +16.9% |
| 30D | +0.8% | -4.2% | +5.0% | +5.0% |
| 3M | -26.8% | +5.1% | -31.9% | -32.4% |
| 6M | +72.6% | +2.4% | +70.1% | +66.4% |
| YTD | +103.6% | +3.2% | +100.4% | +96.7% |
| 1Y | +265.3% | +1.5% | +263.7% | +262.2% |
| 3Y | +689.4% | +40.6% | +648.8% | +487.8% |
| 5Y | +75.3% | -1.0% | +76.3% | +88.1% |
| All | +420.1% | +117.2% | +302.9% | +163.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling