+434.5%
XLK vs HUT
+221.4%
+213.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -7.1% | +5.1% | -1.4% |
| 7D | +3.4% | +9.3% | -6.0% | +2.6% |
| 30D | -10.6% | -23.1% | +12.5% | -9.1% |
| 3M | -10.6% | -30.6% | +20.0% | -8.8% |
| 6M | -3.5% | -46.9% | +43.4% | 0.0% |
| YTD | +18.7% | +25.3% | -6.6% | +13.4% |
| 1Y | +19.4% | +59.8% | -40.4% | +11.3% |
| 3Y | +94.5% | +467.2% | -372.7% | +54.7% |
| 5Y | +111.2% | -24.6% | +135.9% | +75.3% |
| All | +434.5% | +221.4% | +213.1% | +242.1% |
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