+453.2%
HUT vs ECL
+128.6%
+324.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.4% | +6.8% | +6.7% |
| 7D | +28.3% | -0.8% | +29.0% | +29.0% |
| 30D | +12.3% | -2.5% | +14.8% | +14.1% |
| 3M | -16.8% | +8.3% | -25.2% | -23.8% |
| 6M | +111.4% | -1.1% | +112.5% | +109.8% |
| YTD | +116.6% | +6.5% | +110.1% | +102.1% |
| 1Y | +290.5% | +2.1% | +288.4% | +275.2% |
| 3Y | +792.3% | +57.6% | +734.7% | +492.2% |
| 5Y | +94.1% | +28.1% | +66.1% | +49.7% |
| All | +453.2% | +128.6% | +324.6% | +307.5% |
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