+359.8%
HUT vs ES
+46.3%
+313.5%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | -2.9% | +17.5% | +14.6% |
| 7D | -11.4% | +1.9% | -13.2% | -11.6% |
| 30D | -41.0% | +7.1% | -48.1% | -41.6% |
| 3M | -41.9% | -1.9% | -40.0% | -41.7% |
| 6M | -51.7% | +4.4% | -56.0% | -52.4% |
| YTD | +14.6% | +7.3% | +7.3% | +12.1% |
| 1Y | +21.4% | +2.1% | +19.3% | +19.6% |
| 3Y | +359.8% | +41.8% | +318.0% | +276.2% |
| All | +359.8% | +46.3% | +313.5% | +276.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling