+488.4%
XLK vs HUT
+450.5%
+37.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +8.8% | -7.5% | +0.6% |
| 7D | +0.2% | +5.4% | -5.2% | -0.3% |
| 30D | -0.6% | +8.6% | -9.3% | -1.6% |
| 3M | +2.6% | -15.2% | +17.8% | +3.1% |
| 6M | +34.0% | +92.9% | -58.9% | +25.2% |
| YTD | +30.7% | +114.6% | -84.0% | +20.3% |
| 1Y | +39.2% | +208.5% | -169.3% | +23.1% |
| 3Y | +120.4% | +821.5% | -701.1% | +69.1% |
| 5Y | +148.8% | +101.8% | +47.0% | +94.7% |
| All | +488.4% | +450.5% | +37.9% | +262.9% |
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