+792.3%
HUT vs ELV
-6.4%
+798.6%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.4% | +7.7% | +6.3% |
| 7D | +28.3% | -0.3% | +28.5% | +28.2% |
| 30D | +12.3% | +2.0% | +10.3% | +12.3% |
| 3M | -16.8% | -3.5% | -13.3% | -16.9% |
| 6M | +111.4% | +40.2% | +71.2% | +110.4% |
| YTD | +116.6% | +15.8% | +100.7% | +112.2% |
| 1Y | +290.5% | +33.2% | +257.3% | +287.3% |
| 3Y | +792.3% | -6.2% | +798.5% | +701.9% |
| All | +792.3% | -6.4% | +798.6% | +701.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling