+124.5%
XLU vs HUT
+450.5%
-326.0%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +8.8% | -9.1% | -0.5% |
| 7D | -1.6% | +5.4% | -7.0% | -1.7% |
| 30D | -3.3% | +8.6% | -11.9% | -3.5% |
| 3M | -3.2% | -15.2% | +12.1% | -3.1% |
| 6M | -7.0% | +92.9% | -99.8% | -8.8% |
| YTD | +0.6% | +114.6% | -114.0% | -1.9% |
| 1Y | +2.4% | +208.5% | -206.1% | -1.3% |
| 3Y | +46.3% | +821.5% | -775.2% | +34.9% |
| 5Y | +44.0% | +101.8% | -57.9% | +33.2% |
| All | +124.5% | +450.5% | -326.0% | +81.8% |
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