+423.2%
HUT vs ES
+46.6%
+376.7%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -10.9% | +0.9% | -11.8% | -11.1% |
| 30D | -32.6% | +5.9% | -38.6% | -33.1% |
| 3M | -33.7% | -1.0% | -32.7% | -33.6% |
| 6M | -42.3% | +7.2% | -49.5% | -43.6% |
| YTD | +23.6% | +7.0% | +16.6% | +21.0% |
| 1Y | +20.4% | +0.5% | +19.9% | +18.9% |
| 3Y | +423.2% | +48.7% | +374.6% | +353.7% |
| All | +423.2% | +46.6% | +376.7% | +353.7% |
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 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