+133.1%
XLC vs HUT
+390.3%
-257.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +8.3% | -5.8% | +2.0% |
| 7D | +7.1% | +3.7% | +3.4% | +6.5% |
| 30D | -2.7% | -32.3% | +29.6% | -1.1% |
| 3M | -3.2% | -35.6% | +32.5% | -1.7% |
| 6M | -7.7% | -42.1% | +34.4% | -6.4% |
| YTD | -8.0% | +24.1% | -32.1% | -12.0% |
| 1Y | -3.1% | +27.9% | -30.9% | -8.0% |
| 3Y | +64.9% | +409.1% | -344.2% | +35.4% |
| 5Y | +39.5% | -25.9% | +65.5% | +17.3% |
| All | +133.1% | +390.3% | -257.2% | +65.7% |
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