+453.2%
HUT vs ESI
+255.5%
+197.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.6% | +5.8% | +5.9% |
| 7D | +28.3% | +5.4% | +22.9% | +23.0% |
| 30D | +12.3% | -4.2% | +16.5% | +16.8% |
| 3M | -16.8% | -9.6% | -7.2% | -10.4% |
| 6M | +111.4% | +18.3% | +93.0% | +81.7% |
| YTD | +116.6% | +45.8% | +70.7% | +58.6% |
| 1Y | +290.5% | +39.2% | +251.3% | +203.1% |
| 3Y | +792.3% | +86.3% | +706.0% | +472.0% |
| 5Y | +94.1% | +76.2% | +17.9% | +36.5% |
| All | +453.2% | +255.5% | +197.7% | +144.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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