+453.2%
HUT vs EL
-21.2%
+474.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -2.1% | +8.4% | +7.6% |
| 7D | +28.3% | +1.7% | +26.6% | +26.9% |
| 30D | +12.3% | +15.5% | -3.2% | +1.0% |
| 3M | -16.8% | +20.6% | -37.4% | -28.2% |
| 6M | +111.4% | +10.5% | +100.9% | +90.0% |
| YTD | +116.6% | -1.9% | +118.4% | +109.8% |
| 1Y | +290.5% | +16.1% | +274.4% | +237.8% |
| 3Y | +792.3% | -30.2% | +822.5% | +860.6% |
| 5Y | +94.1% | -67.4% | +161.5% | +288.5% |
| All | +453.2% | -21.2% | +474.3% | +715.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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