+381.0%
HUT vs ESTC
+24.7%
+356.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.1% | +7.5% | +7.5% |
| 7D | +24.8% | -2.6% | +27.4% | +26.9% |
| 30D | -28.4% | -8.6% | -19.8% | -24.2% |
| 3M | -31.2% | +14.4% | -45.6% | -39.0% |
| 6M | -40.2% | +73.3% | -113.6% | -59.7% |
| YTD | +32.9% | +15.7% | +17.2% | +8.8% |
| 1Y | +39.1% | -7.6% | +46.6% | +29.5% |
| 3Y | +462.8% | +14.6% | +448.2% | +306.3% |
| 5Y | -13.9% | -50.0% | +36.2% | -4.9% |
| All | +381.0% | +24.7% | +356.2% | +241.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling