+66.9%
XBI vs HUT
+405.9%
-339.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.5% | +3.9% | -1.1% |
| 7D | -4.6% | +2.8% | -7.4% | -4.9% |
| 30D | -0.8% | +2.1% | -2.8% | -1.3% |
| 3M | +21.8% | -14.3% | +36.1% | +22.1% |
| 6M | +23.2% | +84.2% | -61.0% | +13.7% |
| YTD | +28.7% | +97.2% | -68.5% | +17.0% |
| 1Y | +67.8% | +192.7% | -125.0% | +44.6% |
| 3Y | +100.6% | +712.6% | -611.9% | +44.1% |
| 5Y | +19.8% | +85.5% | -65.7% | -11.2% |
| All | +66.9% | +405.9% | -339.0% | -11.9% |
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