+86.3%
HUT vs ES
-5.6%
+92.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.6% | +6.8% | +6.4% |
| 7D | +17.8% | +0.3% | +17.5% | +17.7% |
| 30D | +0.8% | -2.0% | +2.8% | +1.4% |
| 3M | -26.8% | +1.7% | -28.5% | -27.7% |
| 6M | +72.6% | -3.5% | +76.1% | +73.0% |
| YTD | +103.6% | +7.9% | +95.7% | +96.4% |
| 1Y | +265.3% | +17.2% | +248.1% | +241.7% |
| 3Y | +689.4% | +29.3% | +660.1% | +585.4% |
| All | +86.3% | -5.6% | +92.0% | +98.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling