+24.3%
IGV vs HUT
+90.5%
-66.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.2% | -8.4% | -3.0% |
| 7D | -4.5% | +17.8% | -22.3% | -6.4% |
| 30D | +3.2% | +0.8% | +2.4% | +2.6% |
| 3M | +4.5% | -26.8% | +31.3% | +6.7% |
| 6M | +22.1% | +72.6% | -50.4% | +9.4% |
| YTD | -1.0% | +103.6% | -104.7% | -14.3% |
| 1Y | -2.1% | +265.3% | -267.4% | -23.8% |
| 3Y | +44.6% | +689.4% | -644.8% | -11.3% |
| All | +24.3% | +90.5% | -66.3% | -16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling