+489.1%
XLK vs HUT
+435.6%
+53.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.6% | +3.6% | +0.3% |
| 7D | +2.3% | +18.9% | -16.6% | +0.8% |
| 30D | +0.8% | +12.0% | -11.1% | -0.3% |
| 3M | +4.1% | -14.9% | +18.9% | +4.5% |
| 6M | +34.8% | +96.8% | -62.0% | +25.8% |
| YTD | +30.8% | +108.8% | -78.0% | +20.7% |
| 1Y | +42.4% | +227.4% | -185.0% | +25.4% |
| 3Y | +121.8% | +760.3% | -638.5% | +71.1% |
| 5Y | +146.6% | +86.1% | +60.5% | +93.9% |
| All | +489.1% | +435.6% | +53.5% | +264.2% |
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