+467.2%
HUT vs ECL
+79.8%
+387.4%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.6% | -8.7% | -7.7% |
| 7D | +9.3% | +2.9% | +6.5% | +8.2% |
| 30D | -23.1% | +7.5% | -30.6% | -26.2% |
| 3M | -30.6% | +12.2% | -42.8% | -35.0% |
| 6M | -46.9% | +24.6% | -71.4% | -54.7% |
| YTD | +25.3% | +18.8% | +6.6% | +11.9% |
| 1Y | +59.8% | +19.3% | +40.5% | +42.6% |
| 3Y | +467.2% | +78.2% | +389.0% | +817.7% |
| All | +467.2% | +79.8% | +387.4% | +817.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling