+220.1%
HUT vs ES
+72.1%
+148.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.8% | -7.9% | -7.3% |
| 7D | +9.3% | +2.7% | +6.6% | +8.7% |
| 30D | -23.1% | +7.6% | -30.7% | -24.8% |
| 3M | -30.6% | +0.5% | -31.1% | -30.9% |
| 6M | -46.9% | +7.6% | -54.5% | -48.5% |
| YTD | +25.3% | +10.2% | +15.1% | +20.6% |
| 1Y | +59.8% | +1.8% | +58.0% | +56.8% |
| 3Y | +467.2% | +55.4% | +411.8% | +383.7% |
| 5Y | -24.6% | +7.3% | -32.0% | -28.1% |
| All | +220.1% | +72.1% | +148.0% | +207.8% |
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