+1.7%
HUT vs ELV
+42.6%
-40.9%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | +4.9% | -28.2% | -22.8% |
| 7D | -29.5% | +4.8% | -34.3% | -29.1% |
| 30D | -45.2% | +10.1% | -55.2% | -45.0% |
| 3M | -51.6% | +15.4% | -67.0% | -51.7% |
| 6M | -37.3% | +17.7% | -55.1% | -38.2% |
| YTD | +6.5% | +25.7% | -19.1% | -4.2% |
| 1Y | +1.7% | +39.9% | -38.1% | -9.2% |
| All | +1.7% | +42.6% | -40.9% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 1y: compounded portfolio wealth divided by compounded ELV 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…
1y analysis · Full analysis span regression · 6 months rolling