+65.5%
XLF vs HUT
+102.6%
-37.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.4% | -7.7% | -1.8% |
| 7D | +0.2% | +28.3% | -28.1% | -1.4% |
| 30D | -0.5% | +12.3% | -12.8% | -1.5% |
| 3M | +10.6% | -16.8% | +27.5% | +11.0% |
| 6M | +14.3% | +111.4% | -97.1% | +6.5% |
| YTD | +5.5% | +116.6% | -111.0% | -2.6% |
| 1Y | +9.6% | +290.5% | -280.9% | -4.5% |
| 3Y | +75.2% | +792.3% | -717.1% | +34.0% |
| 5Y | +65.5% | +94.1% | -28.6% | +30.2% |
| All | +65.5% | +102.6% | -37.1% | +30.2% |
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