+359.8%
HUT vs EL
+3.8%
+356.0%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | +2.2% | +12.3% | +13.6% |
| 7D | -11.4% | +0.8% | -12.1% | -12.2% |
| 30D | -41.0% | +16.5% | -57.6% | -45.5% |
| 3M | -41.9% | +29.2% | -71.1% | -49.4% |
| 6M | -51.7% | +27.9% | -79.6% | -58.3% |
| YTD | +14.6% | +6.2% | +8.4% | +8.1% |
| 1Y | +21.4% | +27.2% | -5.8% | +5.7% |
| 3Y | +359.8% | +3.2% | +356.6% | +310.5% |
| All | +359.8% | +3.8% | +356.0% | +310.5% |
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