+217.0%
HUT vs ECL
+152.8%
+64.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.0% | +6.3% | +6.8% |
| 7D | +3.7% | -0.5% | +4.2% | +3.1% |
| 30D | -32.3% | +8.8% | -41.2% | -37.5% |
| 3M | -35.6% | +7.8% | -43.5% | -40.4% |
| 6M | -42.1% | +21.3% | -63.4% | -52.3% |
| YTD | +24.1% | +17.8% | +6.3% | +5.6% |
| 1Y | +27.9% | +21.1% | +6.8% | +6.4% |
| 3Y | +409.1% | +80.1% | +329.0% | +200.2% |
| 5Y | -25.9% | +40.5% | -66.4% | -47.8% |
| All | +217.0% | +152.8% | +64.2% | +113.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling