-25.9%
HUT vs ESI
+42.9%
-68.9%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +5.1% | +3.2% | +2.1% |
| 7D | +3.7% | -3.5% | +7.1% | +10.1% |
| 30D | -32.3% | -9.3% | -23.1% | -21.9% |
| 3M | -35.6% | -12.8% | -22.8% | -22.4% |
| 6M | -42.1% | -24.6% | -17.5% | -19.6% |
| YTD | +24.1% | +32.7% | -8.6% | -16.3% |
| 1Y | +27.9% | +20.3% | +7.6% | -1.2% |
| 3Y | +409.1% | +80.2% | +328.9% | +130.1% |
| 5Y | -25.9% | +40.0% | -65.9% | -50.1% |
| All | -25.9% | +42.9% | -68.9% | -50.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling