+224.6%
XOM vs HUT
+405.9%
-181.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.5% | +6.2% | +0.8% |
| 7D | +1.9% | +2.8% | -1.0% | +1.7% |
| 30D | +4.1% | +2.1% | +2.0% | +3.8% |
| 3M | +10.4% | -14.3% | +24.7% | +10.5% |
| 6M | +13.0% | +84.2% | -71.2% | +8.6% |
| YTD | +40.1% | +97.2% | -57.2% | +33.6% |
| 1Y | +51.1% | +192.7% | -141.6% | +40.3% |
| 3Y | +57.7% | +712.6% | -654.8% | +32.6% |
| 5Y | +264.7% | +85.5% | +179.3% | +212.2% |
| All | +224.6% | +405.9% | -181.3% | +113.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling