+467.2%
HUT vs EL
+3.0%
+464.2%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.1% | -8.2% | -7.6% |
| 7D | +9.3% | +1.5% | +7.8% | +8.6% |
| 30D | -23.1% | +10.0% | -33.1% | -27.0% |
| 3M | -30.6% | +28.4% | -59.0% | -39.3% |
| 6M | -46.9% | +37.1% | -83.9% | -55.6% |
| YTD | +25.3% | +7.8% | +17.5% | +17.5% |
| 1Y | +59.8% | +26.0% | +33.8% | +39.6% |
| 3Y | +467.2% | +3.8% | +463.4% | +436.2% |
| All | +467.2% | +3.0% | +464.2% | +436.2% |
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