+179.5%
XLE vs HUT
+221.4%
-41.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -7.1% | +8.1% | +1.4% |
| 7D | +5.4% | +9.3% | -3.9% | +4.9% |
| 30D | -3.9% | -23.1% | +19.2% | -3.1% |
| 3M | +7.0% | -30.6% | +37.6% | +8.1% |
| 6M | +14.2% | -46.9% | +61.1% | +16.2% |
| YTD | +48.2% | +25.3% | +22.9% | +41.5% |
| 1Y | +47.7% | +59.8% | -12.1% | +38.3% |
| 3Y | +70.0% | +467.2% | -397.2% | +38.1% |
| 5Y | +169.1% | -24.6% | +193.8% | +132.7% |
| All | +179.5% | +221.4% | -41.9% | +64.2% |
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