+8.6%
XLF vs HUT
+200.6%
-192.0%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.5% | +5.2% | -0.2% |
| 7D | -2.9% | +2.8% | -5.7% | -3.0% |
| 30D | -1.6% | +2.1% | -3.7% | -1.8% |
| 3M | +9.3% | -14.3% | +23.5% | +9.3% |
| 6M | +14.6% | +84.2% | -69.6% | +9.7% |
| YTD | +4.7% | +97.2% | -92.5% | -0.6% |
| 1Y | +8.6% | +192.7% | -184.1% | +2.1% |
| All | +8.6% | +200.6% | -192.0% | +2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling