+746.7%
HUT vs ELAN
+96.4%
+650.3%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.9% | -2.6% | -4.2% |
| 7D | +2.8% | -6.4% | +9.2% | +5.9% |
| 30D | +2.1% | +0.6% | +1.5% | +1.3% |
| 3M | -14.3% | 0.0% | -14.2% | -15.8% |
| 6M | +84.2% | -3.4% | +87.6% | +86.2% |
| YTD | +97.2% | +1.0% | +96.2% | +96.6% |
| 1Y | +192.7% | +24.7% | +168.0% | +170.8% |
| All | +746.7% | +96.4% | +650.3% | +505.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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