+130.1%
XLU vs HUT
+455.5%
-325.4%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.4% | -5.5% | +0.7% |
| 7D | +2.1% | +28.3% | -26.2% | +1.5% |
| 30D | -0.4% | +12.3% | -12.7% | -0.7% |
| 3M | +0.5% | -16.8% | +17.3% | +0.6% |
| 6M | -5.8% | +111.4% | -117.2% | -7.9% |
| YTD | +3.1% | +116.6% | -113.4% | +0.6% |
| 1Y | +8.1% | +290.5% | -282.3% | +3.6% |
| 3Y | +50.5% | +792.3% | -741.8% | +38.9% |
| 5Y | +44.7% | +94.1% | -49.4% | +34.0% |
| All | +130.1% | +455.5% | -325.4% | +86.4% |
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