-5.8%
XLC vs HUT
-2.9%
-2.9%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -23.2% | +26.7% | +3.8% |
| 7D | +1.8% | -29.5% | +31.3% | +2.2% |
| 30D | -6.0% | -45.2% | +39.2% | -5.2% |
| 3M | -6.0% | -51.6% | +45.6% | -5.2% |
| 6M | -9.1% | -37.3% | +28.3% | -9.7% |
| YTD | -10.0% | +6.5% | -16.6% | -12.7% |
| 1Y | -5.8% | +1.7% | -7.5% | -8.5% |
| All | -5.8% | -2.9% | -2.9% | -8.5% |
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