+68.2%
IVV vs HUT
-31.8%
+99.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +14.6% | -14.2% | -0.8% |
| 7D | -2.7% | -11.4% | +8.7% | -2.2% |
| 30D | -5.4% | -41.0% | +35.7% | -2.0% |
| 3M | -4.1% | -41.9% | +37.9% | -0.9% |
| 6M | +0.7% | -51.7% | +52.4% | +4.5% |
| YTD | +8.7% | +14.6% | -5.9% | +3.1% |
| 1Y | +11.0% | +21.4% | -10.4% | +3.8% |
| 3Y | +75.4% | +359.8% | -284.4% | +33.2% |
| All | +68.2% | -31.8% | +99.9% | +41.6% |
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