+37.7%
XLC vs HUT
+71.6%
-34.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.2% | -7.4% | -1.7% |
| 7D | -0.8% | +17.8% | -18.6% | -2.2% |
| 30D | +1.0% | +0.8% | +0.2% | +0.7% |
| 3M | -0.7% | -26.8% | +26.1% | +0.7% |
| 6M | -5.1% | +72.6% | -77.7% | -12.0% |
| YTD | -4.3% | +103.6% | -107.9% | -13.5% |
| 1Y | -0.6% | +265.3% | -265.8% | -17.0% |
| 3Y | +72.7% | +689.4% | -616.7% | +19.7% |
| All | +37.7% | +71.6% | -34.0% | -2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling