+420.1%
HUT vs ELV
+96.4%
+323.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.8% | +7.9% | +6.5% |
| 7D | +17.8% | +3.3% | +14.5% | +17.0% |
| 30D | +0.8% | +4.2% | -3.3% | -0.1% |
| 3M | -26.8% | -0.1% | -26.7% | -27.2% |
| 6M | +72.6% | +41.3% | +31.3% | +59.7% |
| YTD | +103.6% | +17.4% | +86.2% | +94.0% |
| 1Y | +265.3% | +35.1% | +230.2% | +237.7% |
| 3Y | +689.4% | -3.2% | +692.7% | +664.1% |
| 5Y | +75.3% | +15.6% | +59.7% | +64.1% |
| All | +420.1% | +96.4% | +323.7% | +336.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling