+73.6%
XLF vs HUT
+764.1%
-690.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.6% | +3.2% | -0.3% |
| 7D | -1.0% | +18.9% | -19.9% | -1.9% |
| 30D | -1.3% | +12.0% | -13.3% | -2.0% |
| 3M | +9.1% | -14.9% | +24.0% | +9.3% |
| 6M | +14.4% | +96.8% | -82.4% | +8.6% |
| YTD | +5.1% | +108.8% | -103.7% | -1.1% |
| 1Y | +8.6% | +227.4% | -218.7% | -1.3% |
| All | +73.6% | +764.1% | -690.5% | +46.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling