+265.3%
HUT vs ELF
-17.5%
+282.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.1% | +4.1% | +5.4% |
| 7D | +17.8% | +5.4% | +12.4% | +15.5% |
| 30D | +0.8% | +27.0% | -26.1% | -8.5% |
| 3M | -26.8% | +113.2% | -140.0% | -48.1% |
| 6M | +72.6% | +36.6% | +36.0% | +47.6% |
| YTD | +103.6% | +44.2% | +59.4% | +68.2% |
| 1Y | +265.3% | -18.0% | +283.3% | +268.1% |
| All | +265.3% | -17.5% | +282.8% | +268.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 1y: compounded portfolio wealth divided by compounded ELF 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…
1y analysis · Full analysis span regression · 6 months rolling