+420.1%
HUT vs EFV
+114.1%
+306.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.1% | +6.3% | +6.4% |
| 7D | +17.8% | +1.5% | +16.3% | +15.1% |
| 30D | +0.8% | +1.7% | -0.9% | -2.0% |
| 3M | -26.8% | +8.6% | -35.4% | -35.9% |
| 6M | +72.6% | +11.7% | +60.9% | +48.5% |
| YTD | +103.6% | +19.3% | +84.3% | +59.9% |
| 1Y | +265.3% | +30.2% | +235.1% | +150.1% |
| 3Y | +689.4% | +91.6% | +597.8% | +203.0% |
| 5Y | +75.3% | +96.4% | -21.0% | -30.3% |
| All | +420.1% | +114.1% | +306.1% | +58.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling