+104.6%
HUT vs ELAN
-30.9%
+135.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.4% | +7.5% | +8.0% |
| 7D | +5.4% | -5.4% | +10.8% | +9.1% |
| 30D | +8.6% | +4.7% | +3.9% | +5.0% |
| 3M | -15.2% | -3.7% | -11.6% | -15.4% |
| 6M | +92.9% | -1.2% | +94.1% | +92.5% |
| YTD | +114.6% | +2.4% | +112.2% | +109.9% |
| 1Y | +208.5% | +23.4% | +185.1% | +168.9% |
| 3Y | +821.5% | +96.7% | +724.8% | +395.5% |
| All | +104.6% | -30.9% | +135.5% | +256.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling