+192.7%
HUT vs ECL
+147.8%
+44.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | -1.7% | +16.3% | +15.8% |
| 7D | -11.4% | -0.8% | -10.6% | -12.0% |
| 30D | -41.0% | +8.1% | -49.2% | -45.4% |
| 3M | -41.9% | +6.4% | -48.3% | -45.7% |
| 6M | -51.7% | +14.8% | -66.4% | -58.4% |
| YTD | +14.6% | +15.5% | -0.9% | -1.1% |
| 1Y | +21.4% | +20.1% | +1.3% | +1.4% |
| 3Y | +359.8% | +77.8% | +282.1% | +173.1% |
| 5Y | -27.5% | +37.9% | -65.3% | -48.2% |
| All | +192.7% | +147.8% | +44.9% | +99.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling