+448.2%
HUT vs EFX
+51.1%
+397.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.6% | +8.3% | +8.5% |
| 7D | +5.4% | -4.5% | +10.0% | +8.0% |
| 30D | +8.6% | -6.1% | +14.7% | +11.0% |
| 3M | -15.2% | +6.2% | -21.4% | -22.6% |
| 6M | +92.9% | -11.2% | +104.1% | +94.3% |
| YTD | +114.6% | -21.4% | +136.0% | +127.5% |
| 1Y | +208.5% | -34.3% | +242.8% | +266.8% |
| 3Y | +821.5% | -12.5% | +834.0% | +763.3% |
| 5Y | +101.8% | -35.6% | +137.4% | +130.4% |
| All | +448.2% | +51.1% | +397.1% | +417.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling