+181.0%
IGV vs HUT
+217.0%
-36.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.1% |
| 7D | -2.3% | -10.9% | +8.7% | -1.7% |
| 30D | -11.0% | -32.6% | +21.7% | -8.6% |
| 3M | -4.5% | -33.7% | +29.3% | -2.4% |
| 6M | +10.1% | -42.3% | +52.4% | +12.5% |
| YTD | -5.1% | +23.6% | -28.6% | -10.7% |
| 1Y | -10.2% | +20.4% | -30.6% | -16.0% |
| 3Y | +37.7% | +423.2% | -385.5% | +5.7% |
| 5Y | +15.7% | -19.4% | +35.1% | -7.4% |
| All | +181.0% | +217.0% | -36.0% | +71.1% |
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