+42.7%
XLP vs HUT
-38.2%
+80.9%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.1% | +5.4% | -0.7% |
| 7D | +3.5% | -30.8% | +34.3% | +3.7% |
| 30D | +11.6% | -50.2% | +61.7% | +12.1% |
| 3M | +7.6% | -50.5% | +58.1% | +8.1% |
| 6M | +10.0% | -42.9% | +53.0% | +9.8% |
| YTD | +19.7% | 0.0% | +19.7% | +18.0% |
| 1Y | +23.5% | -2.2% | +25.7% | +21.5% |
| 3Y | +44.0% | +289.4% | -245.4% | +33.5% |
| 5Y | +42.7% | -36.7% | +79.4% | +26.6% |
| All | +42.7% | -38.2% | +80.9% | +26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling