+265.3%
HUT vs ESTC
+7.3%
+258.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -4.5% | +10.7% | +6.1% |
| 7D | +17.8% | -8.1% | +25.9% | +17.4% |
| 30D | +0.8% | +31.7% | -30.8% | -0.3% |
| 3M | -26.8% | +41.1% | -67.8% | -28.0% |
| 6M | +72.6% | +77.1% | -4.5% | +63.7% |
| YTD | +103.6% | +21.7% | +81.9% | +111.7% |
| 1Y | +265.3% | +8.4% | +256.9% | +311.5% |
| All | +265.3% | +7.3% | +258.0% | +311.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 1y: compounded portfolio wealth divided by compounded ESTC 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…
1y analysis · Full analysis span regression · 6 months rolling