+1.7%
HUT vs ECL
+23.8%
-22.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | +3.4% | -26.6% | -23.7% |
| 7D | -29.5% | +7.7% | -37.3% | -31.2% |
| 30D | -45.2% | +13.7% | -58.9% | -47.7% |
| 3M | -51.6% | +11.6% | -63.2% | -53.6% |
| 6M | -37.3% | +23.9% | -61.2% | -46.8% |
| YTD | +6.5% | +21.0% | -14.4% | -5.8% |
| 1Y | +1.7% | +23.1% | -21.4% | -10.6% |
| All | +1.7% | +23.8% | -22.0% | -10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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