+20.7%
XLK vs HUT
-2.9%
+23.6%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -23.2% | +23.2% | +3.3% |
| 7D | -7.6% | -29.5% | +22.0% | -3.5% |
| 30D | -12.2% | -45.2% | +33.0% | -5.3% |
| 3M | -5.5% | -51.6% | +46.2% | +3.0% |
| 6M | +9.2% | -37.3% | +46.5% | +13.2% |
| YTD | +23.0% | +6.5% | +16.5% | +17.5% |
| 1Y | +20.7% | +1.7% | +19.0% | +15.3% |
| All | +20.7% | -2.9% | +23.6% | +15.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling