+265.3%
HUT vs ELV
+34.8%
+230.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.8% | +7.9% | +6.4% |
| 7D | +17.8% | +3.3% | +14.5% | +17.4% |
| 30D | +0.8% | +4.2% | -3.3% | +0.3% |
| 3M | -26.8% | -0.1% | -26.7% | -27.1% |
| 6M | +72.6% | +41.3% | +31.3% | +58.9% |
| YTD | +103.6% | +17.4% | +86.2% | +82.2% |
| 1Y | +265.3% | +35.1% | +230.2% | +218.7% |
| All | +265.3% | +34.8% | +230.4% | +218.7% |
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