+166.9%
XLE vs HUT
-25.2%
+192.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -7.1% | +8.1% | +1.3% |
| 7D | +5.4% | +9.3% | -3.9% | +5.0% |
| 30D | -3.9% | -23.1% | +19.2% | -3.3% |
| 3M | +7.0% | -30.6% | +37.6% | +7.9% |
| 6M | +14.2% | -46.9% | +61.1% | +15.8% |
| YTD | +48.2% | +25.3% | +22.9% | +42.2% |
| 1Y | +47.7% | +59.8% | -12.1% | +39.4% |
| 3Y | +70.0% | +467.2% | -397.2% | +41.3% |
| All | +166.9% | -25.2% | +192.1% | +127.9% |
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