+157.2%
XLI vs HUT
+240.9%
-83.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.6% | -6.2% | +0.9% |
| 7D | +0.9% | +24.8% | -23.9% | -0.4% |
| 30D | +1.1% | -28.4% | +29.4% | +2.4% |
| 3M | -7.7% | -31.2% | +23.5% | -6.5% |
| 6M | -1.8% | -40.2% | +38.4% | -0.5% |
| YTD | +11.1% | +32.9% | -21.8% | +7.0% |
| 1Y | +12.1% | +39.1% | -26.9% | +7.2% |
| 3Y | +73.8% | +462.8% | -388.9% | +47.7% |
| 5Y | +73.8% | -13.9% | +87.6% | +51.8% |
| All | +157.2% | +240.9% | -83.7% | +77.5% |
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 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