+717.0%
HUT vs EL
-29.8%
+746.8%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.0% | +3.2% | +4.9% |
| 7D | +17.8% | +0.8% | +17.0% | +17.4% |
| 30D | +0.8% | +19.8% | -19.0% | -8.0% |
| 3M | -26.8% | +25.7% | -52.5% | -35.2% |
| 6M | +72.6% | +5.4% | +67.1% | +64.4% |
| YTD | +103.6% | +0.2% | +103.4% | +99.1% |
| 1Y | +265.3% | +20.4% | +244.8% | +229.7% |
| All | +717.0% | -29.8% | +746.8% | +768.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling