-1.5%
XLY vs HUT
+238.9%
-240.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.2% | -7.5% | -1.7% |
| 7D | -2.0% | +17.8% | -19.7% | -2.9% |
| 30D | -3.1% | +0.8% | -4.0% | -3.4% |
| 3M | -1.8% | -26.8% | +25.0% | -0.5% |
| 6M | -0.9% | +72.6% | -73.4% | -6.8% |
| YTD | -3.4% | +103.6% | -107.0% | -10.4% |
| 1Y | -1.5% | +265.3% | -266.8% | -10.5% |
| All | -1.5% | +238.9% | -240.4% | -10.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling