-4.1%
XLY vs HUT
+216.7%
-220.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +8.8% | -7.9% | +0.4% |
| 7D | -1.7% | +5.4% | -7.1% | -2.0% |
| 30D | -4.2% | +8.6% | -12.8% | -4.9% |
| 3M | -2.7% | -15.2% | +12.5% | -2.3% |
| 6M | -0.6% | +92.9% | -93.5% | -7.4% |
| YTD | -5.0% | +114.6% | -119.7% | -12.5% |
| 1Y | -4.1% | +208.5% | -212.6% | -14.1% |
| All | -4.1% | +216.7% | -220.8% | -14.1% |
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