+239.5%
HUT vs EFX
+68.5%
+171.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.1% | +7.5% | +7.5% |
| 7D | +24.8% | -2.0% | +26.7% | +25.7% |
| 30D | -28.4% | +27.9% | -56.2% | -38.7% |
| 3M | -31.2% | +3.8% | -35.1% | -35.1% |
| 6M | -40.2% | +13.0% | -53.2% | -48.8% |
| YTD | +32.9% | -12.4% | +45.3% | +29.4% |
| 1Y | +39.1% | -10.4% | +49.4% | +33.4% |
| 3Y | +462.8% | +4.4% | +458.3% | +362.4% |
| 5Y | -13.9% | -28.9% | +15.0% | -9.6% |
| All | +239.5% | +68.5% | +171.1% | +194.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 10y: compounded portfolio wealth divided by compounded EFX 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…
10y analysis · Full analysis span regression · 6 months rolling