+94.1%
HUT vs EFX
-35.1%
+129.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -3.1% | +9.4% | +8.4% |
| 7D | +28.3% | -7.8% | +36.1% | +34.5% |
| 30D | +12.3% | -5.7% | +18.0% | +14.9% |
| 3M | -16.8% | +2.5% | -19.3% | -24.2% |
| 6M | +111.4% | -16.7% | +128.0% | +124.3% |
| YTD | +116.6% | -20.2% | +136.8% | +130.2% |
| 1Y | +290.5% | -31.4% | +321.8% | +370.1% |
| 3Y | +792.3% | -10.5% | +802.8% | +617.5% |
| 5Y | +94.1% | -35.2% | +129.3% | +178.6% |
| All | +94.1% | -35.1% | +129.2% | +178.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling