+220.1%
HUT vs EFX
+68.2%
+151.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.7% | -7.8% | -7.5% |
| 7D | +9.3% | -0.8% | +10.1% | +9.7% |
| 30D | -23.1% | +25.1% | -48.2% | -33.4% |
| 3M | -30.6% | +1.7% | -32.3% | -33.7% |
| 6M | -46.9% | +18.4% | -65.2% | -55.8% |
| YTD | +25.3% | -12.5% | +37.8% | +22.1% |
| 1Y | +59.8% | -8.1% | +67.9% | +50.4% |
| 3Y | +467.2% | +4.8% | +462.4% | +364.5% |
| 5Y | -24.6% | -30.1% | +5.5% | -20.4% |
| All | +220.1% | +68.2% | +151.9% | +177.5% |
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