+420.1%
HUT vs EIX
+40.6%
+379.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.8% | +5.4% | +5.9% |
| 7D | +17.8% | -19.1% | +36.9% | +25.8% |
| 30D | +0.8% | -16.9% | +17.8% | +6.5% |
| 3M | -26.8% | -20.0% | -6.8% | -22.0% |
| 6M | +72.6% | -21.3% | +93.9% | +85.2% |
| YTD | +103.6% | -1.7% | +105.3% | +97.7% |
| 1Y | +265.3% | +9.6% | +255.7% | +236.6% |
| 3Y | +689.4% | -3.7% | +693.1% | +659.9% |
| 5Y | +75.3% | +22.6% | +52.7% | +57.6% |
| All | +420.1% | +40.6% | +379.5% | +356.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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