+448.2%
HUT vs ELV
+102.7%
+345.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.5% | +8.3% | +8.7% |
| 7D | +5.4% | +3.2% | +2.2% | +4.7% |
| 30D | +8.6% | +5.4% | +3.3% | +7.4% |
| 3M | -15.2% | +5.4% | -20.6% | -16.6% |
| 6M | +92.9% | +45.7% | +47.2% | +77.4% |
| YTD | +114.6% | +21.2% | +93.4% | +103.1% |
| 1Y | +208.5% | +35.6% | +172.9% | +184.8% |
| 3Y | +821.5% | -2.0% | +823.5% | +791.0% |
| 5Y | +101.8% | +26.0% | +75.8% | +85.4% |
| All | +448.2% | +102.7% | +345.6% | +357.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling