+86.1%
HUT vs XYZ
-69.0%
+155.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.9% | -2.7% | -2.9% |
| 7D | +18.9% | -3.7% | +22.6% | +22.1% |
| 30D | +12.0% | +0.5% | +11.4% | +10.1% |
| 3M | -14.9% | +16.3% | -31.1% | -26.3% |
| 6M | +96.8% | +21.1% | +75.7% | +64.9% |
| YTD | +108.8% | +22.0% | +86.8% | +70.4% |
| 1Y | +227.4% | +5.2% | +222.2% | +201.7% |
| 3Y | +760.3% | +49.6% | +710.7% | +474.4% |
| 5Y | +86.1% | -68.4% | +154.5% | +300.3% |
| All | +86.1% | -69.0% | +155.1% | +300.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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