+3.8%
SGOV vs HUT
+216.7%
-213.0%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.8% | -8.8% | 0.0% |
| 7D | 0.0% | +5.4% | -5.4% | +0.1% |
| 30D | +0.3% | +8.6% | -8.3% | +0.3% |
| 3M | +0.9% | -15.2% | +16.2% | +0.9% |
| 6M | +1.8% | +92.9% | -91.0% | +1.9% |
| YTD | +2.5% | +114.6% | -112.1% | +2.5% |
| 1Y | +3.8% | +208.5% | -204.7% | +3.8% |
| All | +3.8% | +216.7% | -213.0% | +3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling