+165.2%
XLE vs HUT
+194.0%
-28.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +14.6% | -14.6% | -0.8% |
| 7D | -12.0% | -11.4% | -0.6% | -11.6% |
| 30D | -2.7% | -41.0% | +38.3% | -0.5% |
| 3M | +6.6% | -41.9% | +48.5% | +8.7% |
| 6M | +9.5% | -51.7% | +61.2% | +12.1% |
| YTD | +40.6% | +14.6% | +25.9% | +34.9% |
| 1Y | +43.6% | +21.4% | +22.2% | +36.6% |
| 3Y | +58.1% | +359.8% | -301.7% | +30.0% |
| 5Y | +152.2% | -27.5% | +179.7% | +118.3% |
| All | +165.2% | +194.0% | -28.8% | +56.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling