+73.1%
IVV vs HUT
-25.2%
+98.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.1% | +6.7% | +0.2% |
| 7D | +2.6% | +9.3% | -6.8% | +1.8% |
| 30D | -2.0% | -23.1% | +21.1% | -0.6% |
| 3M | -2.8% | -30.6% | +27.8% | -1.1% |
| 6M | +2.2% | -46.9% | +49.0% | +5.2% |
| YTD | +11.5% | +25.3% | -13.8% | +4.9% |
| 1Y | +13.5% | +59.8% | -46.3% | +3.8% |
| 3Y | +78.1% | +467.2% | -389.1% | +32.5% |
| All | +73.1% | -25.2% | +98.3% | +44.1% |
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