+46.7%
XLU vs HUT
+716.2%
-669.5%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.5% | +4.6% | -0.9% |
| 7D | -1.2% | +2.8% | -4.0% | -1.3% |
| 30D | -2.5% | +2.1% | -4.6% | -2.6% |
| 3M | -2.7% | -14.3% | +11.5% | -2.7% |
| 6M | -7.5% | +84.2% | -91.7% | -9.5% |
| YTD | +0.9% | +97.2% | -96.3% | -1.7% |
| 1Y | +3.3% | +192.7% | -189.4% | -0.8% |
| All | +46.7% | +716.2% | -669.5% | +35.0% |
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