+125.6%
XLV vs HUT
+435.6%
-310.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.6% | +3.3% | -0.2% |
| 7D | -3.7% | +18.9% | -22.6% | -4.1% |
| 30D | -1.1% | +12.0% | -13.1% | -1.5% |
| 3M | +8.2% | -14.9% | +23.1% | +8.3% |
| 6M | +8.9% | +96.8% | -87.9% | +6.0% |
| YTD | +8.5% | +108.8% | -100.3% | +5.1% |
| 1Y | +22.3% | +227.4% | -205.1% | +16.3% |
| 3Y | +32.6% | +760.3% | -727.6% | +18.8% |
| 5Y | +34.4% | +86.1% | -51.7% | +21.3% |
| All | +125.6% | +435.6% | -310.0% | +75.2% |
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 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