+82.8%
XLI vs HUT
+102.6%
-19.9%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.4% | -6.8% | -0.9% |
| 7D | +1.0% | +28.3% | -27.3% | -0.8% |
| 30D | -5.8% | +12.3% | -18.1% | -6.8% |
| 3M | +0.7% | -16.8% | +17.5% | +1.1% |
| 6M | +3.2% | +111.4% | -108.2% | -3.8% |
| YTD | +13.0% | +116.6% | -103.5% | +4.6% |
| 1Y | +16.8% | +290.5% | -273.7% | +2.3% |
| 3Y | +72.4% | +792.3% | -719.9% | +33.6% |
| 5Y | +82.8% | +94.1% | -11.4% | +43.6% |
| All | +82.8% | +102.6% | -19.9% | +43.6% |
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