+71.5%
XLI vs HUT
-23.6%
+95.1%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | -1.5% | -10.9% | +9.4% | -1.0% |
| 30D | -0.3% | -32.6% | +32.3% | +2.0% |
| 3M | -8.4% | -33.7% | +25.4% | -6.6% |
| 6M | -2.1% | -42.3% | +40.3% | 0.0% |
| YTD | +9.6% | +23.6% | -13.9% | +4.5% |
| 1Y | +10.7% | +20.4% | -9.7% | +5.0% |
| 3Y | +71.6% | +423.2% | -351.7% | +36.1% |
| All | +71.5% | -23.6% | +95.1% | +40.8% |
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