+44.4%
HYG vs HUT
+450.5%
-406.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.8% | -8.9% | -0.2% |
| 7D | -0.7% | +5.4% | -6.1% | -0.8% |
| 30D | -0.7% | +8.6% | -9.4% | -1.0% |
| 3M | -0.2% | -15.2% | +15.0% | -0.1% |
| 6M | +1.4% | +92.9% | -91.4% | -0.5% |
| YTD | +1.5% | +114.6% | -113.2% | -0.9% |
| 1Y | +2.9% | +208.5% | -205.6% | -0.7% |
| 3Y | +25.6% | +821.5% | -795.9% | +16.0% |
| 5Y | +18.6% | +101.8% | -83.3% | +9.6% |
| All | +44.4% | +450.5% | -406.1% | +25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 HUT 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