+433.3%
HUT vs ELF
+434.0%
-0.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.1% | +0.5% | -2.2% |
| 7D | +18.9% | -6.8% | +25.7% | +21.6% |
| 30D | +12.0% | +5.1% | +6.9% | +9.7% |
| 3M | -14.9% | +79.8% | -94.6% | -31.5% |
| 6M | +96.8% | +29.7% | +67.1% | +75.9% |
| YTD | +108.8% | +31.6% | +77.2% | +84.4% |
| 1Y | +227.4% | -27.9% | +255.3% | +244.3% |
| 3Y | +760.3% | -26.4% | +786.7% | +725.2% |
| 5Y | +86.1% | +235.6% | -149.5% | +13.0% |
| All | +433.3% | +434.0% | -0.7% | +166.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling