+217.0%
HUT vs ELF
+536.9%
-319.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.8% | +5.5% | +7.4% |
| 7D | +3.7% | +7.8% | -4.2% | +1.2% |
| 30D | -32.3% | +9.3% | -41.6% | -34.2% |
| 3M | -35.6% | +21.2% | -56.8% | -39.7% |
| 6M | -42.1% | +96.1% | -138.2% | -54.9% |
| YTD | +24.1% | +57.0% | -32.8% | +3.6% |
| 1Y | +27.9% | +61.9% | -34.0% | +6.3% |
| 3Y | +409.1% | +20.0% | +389.1% | +321.1% |
| 5Y | -25.9% | +284.8% | -310.7% | -57.1% |
| All | +217.0% | +536.9% | -319.8% | +49.7% |
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