+792.3%
HUT vs EFV
+92.7%
+699.6%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.7% | +7.0% | +7.8% |
| 7D | +28.3% | +1.0% | +27.3% | +25.7% |
| 30D | +12.3% | +0.2% | +12.1% | +11.8% |
| 3M | -16.8% | +9.6% | -26.4% | -31.7% |
| 6M | +111.4% | +14.0% | +97.3% | +65.7% |
| YTD | +116.6% | +18.5% | +98.1% | +61.9% |
| 1Y | +290.5% | +27.9% | +262.6% | +155.5% |
| 3Y | +792.3% | +92.4% | +699.8% | +193.3% |
| All | +792.3% | +92.7% | +699.6% | +193.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling