+86.1%
HUT vs ELV
+14.8%
+71.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.3% | -2.3% | -3.4% |
| 7D | +18.9% | -2.2% | +21.1% | +19.3% |
| 30D | +12.0% | -0.2% | +12.2% | +11.9% |
| 3M | -14.9% | -6.1% | -8.7% | -14.3% |
| 6M | +96.8% | +42.8% | +54.0% | +82.7% |
| YTD | +108.8% | +14.4% | +94.4% | +99.2% |
| 1Y | +227.4% | +28.6% | +198.8% | +205.4% |
| 3Y | +760.3% | -7.4% | +767.7% | +735.7% |
| 5Y | +86.1% | +14.5% | +71.6% | +87.1% |
| All | +86.1% | +14.8% | +71.3% | +87.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling