+217.1%
IVV vs HUT
+246.0%
-28.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.4% |
| 7D | +3.3% | +34.9% | -31.5% | +1.5% |
| 30D | -2.7% | -25.9% | +23.2% | -1.5% |
| 3M | -1.7% | -31.7% | +30.0% | -0.4% |
| 6M | +3.2% | -42.2% | +45.4% | +4.8% |
| YTD | +12.0% | +34.9% | -22.9% | +7.2% |
| 1Y | +12.1% | +48.5% | -36.4% | +6.2% |
| 3Y | +78.6% | +471.2% | -392.6% | +48.8% |
| 5Y | +73.8% | -18.9% | +92.7% | +49.1% |
| All | +217.1% | +246.0% | -28.9% | +118.0% |
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 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