+41.9%
XLP vs HUT
+336.9%
-295.0%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +14.6% | -15.9% | -1.1% |
| 7D | +0.7% | -11.4% | +12.1% | +0.7% |
| 30D | +10.3% | -41.0% | +51.3% | +9.8% |
| 3M | +6.5% | -41.9% | +48.5% | +6.2% |
| 6M | +8.4% | -51.7% | +60.1% | +8.0% |
| YTD | +18.2% | +14.6% | +3.6% | +17.5% |
| 1Y | +22.4% | +21.4% | +1.0% | +21.7% |
| 3Y | +41.9% | +359.8% | -317.9% | +39.1% |
| All | +41.9% | +336.9% | -295.0% | +39.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling