+186.3%
IGV vs HUT
+240.9%
-54.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.6% | -5.7% | +1.3% |
| 7D | -1.3% | +24.8% | -26.0% | -3.2% |
| 30D | -8.1% | -28.4% | +20.2% | -6.2% |
| 3M | -1.6% | -31.2% | +29.6% | +0.2% |
| 6M | +12.7% | -40.2% | +53.0% | +14.9% |
| YTD | -3.3% | +32.9% | -36.2% | -9.6% |
| 1Y | -7.9% | +39.1% | -47.0% | -14.9% |
| 3Y | +40.3% | +462.8% | -422.4% | +7.0% |
| 5Y | +17.3% | -13.9% | +31.2% | -6.7% |
| All | +186.3% | +240.9% | -54.6% | +73.3% |
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