+185.2%
IGV vs HUT
+435.6%
-250.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.6% | +2.8% | -0.5% |
| 7D | -1.5% | +18.9% | -20.4% | -3.0% |
| 30D | -3.0% | +12.0% | -15.0% | -4.2% |
| 3M | +9.6% | -14.9% | +24.4% | +9.7% |
| 6M | +16.1% | +96.8% | -80.7% | +7.0% |
| YTD | -3.6% | +108.8% | -112.4% | -12.4% |
| 1Y | -7.8% | +227.4% | -235.2% | -20.5% |
| 3Y | +40.0% | +760.3% | -720.3% | +3.7% |
| 5Y | +21.2% | +86.1% | -64.9% | -7.9% |
| All | +185.2% | +435.6% | -250.4% | +67.9% |
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