+239.5%
HUT vs ES
+69.3%
+170.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +1.3% | +6.2% | +7.3% |
| 7D | +24.8% | +0.1% | +24.7% | +24.6% |
| 30D | -28.4% | +6.7% | -35.1% | -29.8% |
| 3M | -31.2% | +0.3% | -31.6% | -31.6% |
| 6M | -40.2% | +7.4% | -47.7% | -42.1% |
| YTD | +32.9% | +8.4% | +24.5% | +28.4% |
| 1Y | +39.1% | +0.6% | +38.4% | +36.7% |
| 3Y | +462.8% | +50.6% | +412.1% | +383.8% |
| 5Y | -13.9% | +4.8% | -18.7% | -17.4% |
| All | +239.5% | +69.3% | +170.2% | +227.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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