+86.3%
HUT vs ECL
+31.2%
+55.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.1% | +6.1% | +6.1% |
| 7D | +17.8% | -2.6% | +20.4% | +21.1% |
| 30D | +0.8% | -2.2% | +3.0% | +2.7% |
| 3M | -26.8% | +10.1% | -36.9% | -36.9% |
| 6M | +72.6% | -5.7% | +78.3% | +80.1% |
| YTD | +103.6% | +7.0% | +96.7% | +82.4% |
| 1Y | +265.3% | +2.7% | +262.6% | +239.9% |
| 3Y | +689.4% | +57.7% | +631.7% | +300.6% |
| All | +86.3% | +31.2% | +55.1% | +32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling