+172.7%
XLE vs HUT
+240.9%
-68.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.6% | -5.7% | +1.5% |
| 7D | -0.2% | +24.8% | -25.0% | -1.5% |
| 30D | -4.0% | -28.4% | +24.4% | -2.8% |
| 3M | +4.6% | -31.2% | +35.8% | +5.8% |
| 6M | +12.3% | -40.2% | +52.6% | +13.6% |
| YTD | +44.5% | +32.9% | +11.6% | +37.6% |
| 1Y | +42.4% | +39.1% | +3.4% | +34.5% |
| 3Y | +67.0% | +462.8% | -395.7% | +35.8% |
| 5Y | +161.9% | -13.9% | +175.8% | +124.6% |
| All | +172.7% | +240.9% | -68.2% | +59.7% |
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