+131.6%
XLF vs HUT
+450.5%
-318.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +8.8% | -8.2% | +0.2% |
| 7D | -1.5% | +5.4% | -6.9% | -1.8% |
| 30D | -1.2% | +8.6% | -9.8% | -1.8% |
| 3M | +9.2% | -15.2% | +24.4% | +9.4% |
| 6M | +16.3% | +92.9% | -76.6% | +10.5% |
| YTD | +5.4% | +114.6% | -109.2% | -1.0% |
| 1Y | +7.6% | +208.5% | -200.9% | -2.0% |
| 3Y | +74.2% | +821.5% | -747.3% | +42.0% |
| 5Y | +66.1% | +101.8% | -35.7% | +37.9% |
| All | +131.6% | +450.5% | -318.9% | +50.3% |
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