+163.0%
XLI vs HUT
+422.3%
-259.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.2% | -5.8% | +0.1% |
| 7D | -1.1% | +17.8% | -18.8% | -1.9% |
| 30D | -5.9% | +0.8% | -6.8% | -6.1% |
| 3M | -0.3% | -26.8% | +26.5% | +0.7% |
| 6M | +0.1% | +72.6% | -72.4% | -3.9% |
| YTD | +13.6% | +103.6% | -90.0% | +7.6% |
| 1Y | +17.2% | +265.3% | -248.1% | +6.7% |
| 3Y | +68.2% | +689.4% | -621.2% | +40.9% |
| 5Y | +80.7% | +75.3% | +5.4% | +53.2% |
| All | +163.0% | +422.3% | -259.3% | +78.5% |
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 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