+85.5%
HUT vs EFV
+94.1%
-8.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.3% | -5.3% | -4.9% |
| 7D | +2.8% | -2.0% | +4.8% | +7.6% |
| 30D | +2.1% | -0.2% | +2.2% | +2.4% |
| 3M | -14.3% | +9.1% | -23.4% | -29.7% |
| 6M | +84.2% | +11.7% | +72.5% | +48.7% |
| YTD | +97.2% | +17.0% | +80.2% | +46.7% |
| 1Y | +192.7% | +26.7% | +166.0% | +84.2% |
| 3Y | +712.6% | +90.2% | +622.4% | +107.0% |
| 5Y | +85.5% | +96.1% | -10.6% | -51.2% |
| All | +85.5% | +94.1% | -8.6% | -51.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling