+35.5%
XLV vs HUT
+107.4%
-71.9%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +8.8% | -9.0% | -0.4% |
| 7D | -3.6% | +5.4% | -9.0% | -3.7% |
| 30D | -1.8% | +8.6% | -10.5% | -2.2% |
| 3M | +7.8% | -15.2% | +23.0% | +7.9% |
| 6M | +9.1% | +92.9% | -83.8% | +5.7% |
| YTD | +7.7% | +114.6% | -106.9% | +3.6% |
| 1Y | +20.4% | +208.5% | -188.1% | +13.5% |
| 3Y | +30.8% | +821.5% | -790.7% | +13.0% |
| All | +35.5% | +107.4% | -71.9% | +19.2% |
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