+48.5%
HUT vs ESTC
-6.1%
+54.6%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.0% | -0.5% | +1.3% |
| 7D | +34.9% | +5.8% | +29.1% | +34.4% |
| 30D | -25.9% | -5.6% | -20.3% | -25.5% |
| 3M | -31.7% | +15.4% | -47.1% | -31.3% |
| 6M | -42.2% | +77.8% | -120.0% | -45.2% |
| YTD | +34.9% | +18.1% | +16.9% | +44.7% |
| 1Y | +48.5% | -3.7% | +52.2% | +66.1% |
| All | +48.5% | -6.1% | +54.6% | +66.1% |
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