+420.1%
HUT vs ELF
+485.2%
-65.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.1% | +4.1% | +5.5% |
| 7D | +17.8% | +5.4% | +12.4% | +15.7% |
| 30D | +0.8% | +27.0% | -26.1% | -7.4% |
| 3M | -26.8% | +113.2% | -140.0% | -44.3% |
| 6M | +72.6% | +36.6% | +36.0% | +51.5% |
| YTD | +103.6% | +44.2% | +59.4% | +74.8% |
| 1Y | +265.3% | -18.0% | +283.3% | +268.7% |
| 3Y | +689.4% | -19.9% | +709.3% | +637.1% |
| 5Y | +75.3% | +257.7% | -182.4% | +3.9% |
| All | +420.1% | +485.2% | -65.1% | +152.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling