+265.3%
HUT vs EFV
+30.7%
+234.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.1% | +6.3% | +6.6% |
| 7D | +17.8% | +1.5% | +16.3% | +12.9% |
| 30D | +0.8% | +1.7% | -0.9% | -4.4% |
| 3M | -26.8% | +8.6% | -35.4% | -42.8% |
| 6M | +72.6% | +11.7% | +60.9% | +26.8% |
| YTD | +103.6% | +19.3% | +84.4% | +35.1% |
| 1Y | +265.3% | +30.2% | +235.1% | +120.5% |
| All | +265.3% | +30.7% | +234.6% | +120.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 1y: compounded portfolio wealth divided by compounded EFV 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…
1y analysis · Full analysis span regression · 6 months rolling