-33.8%
HUT vs ES
+1.4%
-35.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | -2.9% | +17.5% | +15.2% |
| 7D | -11.4% | +1.9% | -13.2% | -12.1% |
| 30D | -41.0% | +7.1% | -48.1% | -42.6% |
| 3M | -41.9% | -1.9% | -40.0% | -41.9% |
| 6M | -51.7% | +4.4% | -56.0% | -53.1% |
| YTD | +14.6% | +7.3% | +7.3% | +9.8% |
| 1Y | +21.4% | +2.1% | +19.3% | +17.9% |
| 3Y | +359.8% | +41.8% | +318.0% | +272.0% |
| All | -33.8% | +1.4% | -35.2% | -32.2% |
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