+135.0%
XLF vs HUT
+422.3%
-287.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.2% | -7.0% | -1.1% |
| 7D | 0.0% | +17.8% | -17.8% | -0.9% |
| 30D | +0.2% | +0.8% | -0.7% | -0.1% |
| 3M | +11.7% | -26.8% | +38.5% | +12.7% |
| 6M | +13.8% | +72.6% | -58.8% | +8.8% |
| YTD | +7.0% | +103.6% | -96.6% | +0.8% |
| 1Y | +9.1% | +265.3% | -256.1% | -1.5% |
| 3Y | +75.6% | +689.4% | -613.8% | +44.4% |
| 5Y | +66.4% | +75.3% | -8.9% | +39.0% |
| All | +135.0% | +422.3% | -287.3% | +53.1% |
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 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