+94.1%
HUT vs ELF
+239.6%
-145.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -4.9% | +11.2% | +8.5% |
| 7D | +28.3% | -1.2% | +29.4% | +28.7% |
| 30D | +12.3% | +5.9% | +6.4% | +8.9% |
| 3M | -16.8% | +99.5% | -116.3% | -40.9% |
| 6M | +111.4% | +26.5% | +84.8% | +83.4% |
| YTD | +116.6% | +37.2% | +79.4% | +79.3% |
| 1Y | +290.5% | -24.4% | +314.9% | +307.9% |
| 3Y | +792.3% | -23.3% | +815.6% | +675.6% |
| 5Y | +94.1% | +245.2% | -151.0% | -54.1% |
| All | +94.1% | +239.6% | -145.4% | -54.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling