+467.2%
HUT vs EFV
+91.8%
+375.4%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.4% | -7.5% | -7.8% |
| 7D | +9.3% | +2.5% | +6.8% | +4.2% |
| 30D | -23.1% | +2.9% | -26.0% | -29.4% |
| 3M | -30.6% | -1.4% | -29.2% | -30.0% |
| 6M | -46.9% | +5.5% | -52.4% | -53.6% |
| YTD | +25.3% | +16.1% | +9.2% | -4.4% |
| 1Y | +59.8% | +20.3% | +39.6% | +14.4% |
| 3Y | +467.2% | +90.4% | +376.8% | +95.5% |
| All | +467.2% | +91.8% | +375.4% | +95.5% |
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 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