+220.1%
HUT vs ELF
+529.6%
-309.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +3.9% | -11.0% | -8.4% |
| 7D | +9.3% | +1.6% | +7.8% | +8.6% |
| 30D | -23.1% | +9.1% | -32.2% | -25.3% |
| 3M | -30.6% | +28.2% | -58.8% | -36.3% |
| 6M | -46.9% | +119.5% | -166.4% | -60.1% |
| YTD | +25.3% | +55.2% | -29.8% | +4.8% |
| 1Y | +59.8% | +58.6% | +1.2% | +33.2% |
| 3Y | +467.2% | +21.3% | +445.9% | +367.2% |
| 5Y | -24.6% | +276.2% | -300.9% | -56.2% |
| All | +220.1% | +529.6% | -309.5% | +51.4% |
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