+86.3%
HUT vs EL
-67.1%
+153.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.0% | +3.2% | +4.3% |
| 7D | +17.8% | +0.8% | +17.0% | +17.3% |
| 30D | +0.8% | +19.8% | -19.0% | -11.9% |
| 3M | -26.8% | +25.7% | -52.5% | -38.9% |
| 6M | +72.6% | +5.4% | +67.1% | +60.0% |
| YTD | +103.6% | +0.2% | +103.4% | +94.4% |
| 1Y | +265.3% | +20.4% | +244.8% | +205.5% |
| 3Y | +689.4% | -32.1% | +721.5% | +815.6% |
| All | +86.3% | -67.1% | +153.5% | +511.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling