+73.5%
IVV vs HUT
-28.2%
+101.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | +0.1% | -0.3% |
| 7D | -0.6% | -10.9% | +10.4% | -0.1% |
| 30D | -3.7% | -32.6% | +29.0% | -1.2% |
| 3M | -2.7% | -33.7% | +31.0% | -0.7% |
| 6M | +2.2% | -42.3% | +44.6% | +4.6% |
| YTD | +10.9% | +23.6% | -12.7% | +4.5% |
| 1Y | +11.3% | +20.4% | -9.0% | +4.2% |
| 3Y | +76.9% | +423.2% | -346.3% | +32.7% |
| 5Y | +73.5% | -19.4% | +92.9% | +43.8% |
| All | +73.5% | -28.2% | +101.7% | +43.8% |
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