+45.4%
HYG vs HUT
+455.5%
-410.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.4% | -6.4% | -0.2% |
| 7D | 0.0% | +28.3% | -28.2% | -0.5% |
| 30D | -0.1% | +12.3% | -12.4% | -0.4% |
| 3M | +1.0% | -16.8% | +17.8% | +1.1% |
| 6M | +2.3% | +111.4% | -109.0% | +0.2% |
| YTD | +2.1% | +116.6% | -114.4% | -0.3% |
| 1Y | +3.8% | +290.5% | -286.7% | -0.3% |
| 3Y | +26.7% | +792.3% | -765.6% | +17.1% |
| 5Y | +19.3% | +94.1% | -74.9% | +10.3% |
| All | +45.4% | +455.5% | -410.1% | +26.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling