Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
IYW iShares U.S. Technology ETF | Technology Equities | 40% |
VXUS Vanguard Total International Stock ETF | Foreign Large Cap Equities | 20% |
XLF Financial Select Sector SPDR Fund | Financials Equities | 20% |
XLV State Street Health Care Select Sector SPDR ETF | Health & Biotech Equities | 20% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in HU's portfolio, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every year.
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The earliest data available for this chart is Jan 28, 2011, corresponding to the inception date of VXUS
Returns By Period
As of Apr 3, 2026, the HU's portfolio returned -5.06% Year-To-Date and 15.68% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -3.43% | -3.84% | -1.98% | 16.08% | 16.86% | 10.37% | 12.29% |
Portfolio HU's portfolio | -0.04% | -3.01% | -5.06% | -2.07% | 17.43% | 18.85% | 12.03% | 15.68% |
| Portfolio components: | ||||||||
VXUS Vanguard Total International Stock ETF | -0.68% | -2.51% | 2.81% | 6.58% | 28.04% | 15.41% | 7.43% | 9.01% |
XLV State Street Health Care Select Sector SPDR ETF | -0.62% | -5.95% | -4.77% | 3.39% | 3.55% | 5.64% | 6.45% | 9.60% |
XLF Financial Select Sector SPDR Fund | 0.18% | -2.78% | -9.10% | -6.36% | 0.27% | 17.30% | 9.41% | 12.53% |
IYW iShares U.S. Technology ETF | 0.52% | -1.83% | -7.13% | -6.54% | 29.96% | 26.25% | 15.97% | 21.86% |
Monthly Returns
Based on dividend-adjusted daily data since Jan 31, 2011, HU's portfolio's average daily return is +0.06%, while the average monthly return is +1.16%. At this rate, your investment would double in approximately 5.0 years.
Historically, 66% of months were positive and 34% were negative. The best month was Apr 2020 with a return of +12.0%, while the worst month was Mar 2020 at -11.8%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 5 months.
On a daily basis, HU's portfolio closed higher 55% of trading days. The best single day was Mar 13, 2020 with a return of +9.7%, while the worst single day was Mar 16, 2020 at -12.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.37% | -0.68% | -5.74% | 1.04% | -5.06% | ||||||||
| 2025 | 3.38% | -0.26% | -4.56% | -0.06% | 4.74% | 5.58% | 1.06% | 2.57% | 4.21% | 3.01% | 0.16% | 1.05% | 22.48% |
| 2024 | 2.03% | 4.24% | 2.63% | -4.36% | 5.18% | 3.56% | 1.04% | 2.77% | 1.14% | -1.47% | 4.64% | -2.74% | 19.73% |
| 2023 | 7.16% | -1.86% | 3.98% | 1.58% | 2.69% | 5.37% | 3.83% | -2.31% | -4.46% | -2.11% | 10.61% | 4.91% | 32.28% |
| 2022 | -5.26% | -2.95% | 2.18% | -9.39% | 0.70% | -7.91% | 7.05% | -4.82% | -8.65% | 6.95% | 7.44% | -4.83% | -19.63% |
| 2021 | 0.30% | 2.85% | 2.80% | 5.12% | 1.76% | 2.59% | 2.17% | 3.80% | -4.71% | 6.76% | -1.48% | 3.64% | 28.19% |
Benchmark Metrics
HU's portfolio has an annualized alpha of 1.96%, beta of 1.02, and R² of 0.97 versus S&P 500 Index. Calculated based on daily prices since January 31, 2011.
- This portfolio captured 109.37% of S&P 500 Index gains but only 98.99% of its losses — a favorable profile for investors.
- With beta of 1.02 and R² of 0.97, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 1.96%
- Beta
- 1.02
- R²
- 0.97
- Upside Capture
- 109.37%
- Downside Capture
- 98.99%
Expense Ratio
HU's portfolio has an expense ratio of 0.22%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Return for Risk
Risk / Return Rank
HU's portfolio ranks 27 for risk / return — below 27% of portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.96 | 0.88 | +0.08 |
Sortino ratioReturn per unit of downside risk | 1.46 | 1.37 | +0.09 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.21 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.54 | 1.39 | +0.15 |
Martin ratioReturn relative to average drawdown | 6.22 | 6.43 | -0.22 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
VXUS Vanguard Total International Stock ETF | 80 | 1.63 | 2.25 | 1.33 | 2.52 | 9.49 |
XLV State Street Health Care Select Sector SPDR ETF | 16 | 0.20 | 0.40 | 1.05 | 0.39 | 0.83 |
XLF Financial Select Sector SPDR Fund | 12 | 0.01 | 0.15 | 1.02 | 0.07 | 0.22 |
IYW iShares U.S. Technology ETF | 58 | 1.12 | 1.72 | 1.24 | 1.73 | 5.51 |
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Dividends
Dividend yield
HU's portfolio provided a 1.31% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.31% | 1.27% | 1.37% | 1.44% | 1.52% | 1.34% | 1.35% | 1.71% | 1.73% | 1.46% | 5.58% | 1.69% |
| Portfolio components: | ||||||||||||
VXUS Vanguard Total International Stock ETF | 2.95% | 3.18% | 3.37% | 3.24% | 3.09% | 3.10% | 2.14% | 3.06% | 3.18% | 2.73% | 2.93% | 2.83% |
XLV State Street Health Care Select Sector SPDR ETF | 1.71% | 1.60% | 1.67% | 1.59% | 1.47% | 1.33% | 1.49% | 2.17% | 1.57% | 1.47% | 1.60% | 1.43% |
XLF Financial Select Sector SPDR Fund | 1.60% | 1.31% | 1.42% | 1.71% | 2.04% | 1.63% | 2.03% | 1.87% | 2.08% | 1.48% | 21.10% | 1.95% |
IYW iShares U.S. Technology ETF | 0.15% | 0.14% | 0.21% | 0.34% | 0.50% | 0.31% | 0.56% | 0.72% | 0.92% | 0.82% | 1.14% | 1.12% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the HU's portfolio. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the HU's portfolio was 32.89%, occurring on Mar 23, 2020. Recovery took 92 trading sessions.
The current HU's portfolio drawdown is 7.04%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.89% | Feb 20, 2020 | 23 | Mar 23, 2020 | 92 | Aug 3, 2020 | 115 |
| -27.73% | Dec 28, 2021 | 200 | Oct 12, 2022 | 281 | Nov 24, 2023 | 481 |
| -19.95% | May 2, 2011 | 108 | Oct 3, 2011 | 94 | Feb 16, 2012 | 202 |
| -19.61% | Aug 30, 2018 | 80 | Dec 24, 2018 | 81 | Apr 23, 2019 | 161 |
| -17.77% | Jul 21, 2015 | 143 | Feb 11, 2016 | 122 | Aug 5, 2016 | 265 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 4 assets, with an effective number of assets of 3.57, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| Benchmark | XLV | XLF | IYW | VXUS | Portfolio | |
|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.73 | 0.79 | 0.87 | 0.81 | 0.97 |
| XLV | 0.73 | 1.00 | 0.60 | 0.55 | 0.60 | 0.73 |
| XLF | 0.79 | 0.60 | 1.00 | 0.57 | 0.69 | 0.77 |
| IYW | 0.87 | 0.55 | 0.57 | 1.00 | 0.69 | 0.91 |
| VXUS | 0.81 | 0.60 | 0.69 | 0.69 | 1.00 | 0.84 |
| Portfolio | 0.97 | 0.73 | 0.77 | 0.91 | 0.84 | 1.00 |