+136.0%
XLC vs HUT
+395.0%
-259.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -7.1% | +8.2% | +1.4% |
| 7D | +3.7% | +9.3% | -5.6% | +3.2% |
| 30D | -1.9% | -23.1% | +21.2% | -1.0% |
| 3M | -3.1% | -30.6% | +27.5% | -2.0% |
| 6M | -6.4% | -46.9% | +40.5% | -4.6% |
| YTD | -6.8% | +25.3% | -32.1% | -11.0% |
| 1Y | -1.7% | +59.8% | -61.5% | -7.9% |
| 3Y | +64.7% | +467.2% | -402.5% | +34.4% |
| 5Y | +41.1% | -24.6% | +65.7% | +18.5% |
| All | +136.0% | +395.0% | -259.0% | +67.6% |
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