+192.7%
HUT vs ESTC
-8.5%
+201.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.6% | -2.0% | -5.6% |
| 7D | +2.8% | -13.2% | +16.0% | +2.7% |
| 30D | +2.1% | +9.3% | -7.3% | +1.4% |
| 3M | -14.3% | +37.3% | -51.6% | -17.4% |
| 6M | +84.2% | +61.0% | +23.2% | +73.1% |
| YTD | +97.2% | +10.7% | +86.6% | +105.6% |
| 1Y | +192.7% | -7.2% | +199.9% | +255.2% |
| All | +192.7% | -8.5% | +201.3% | +255.2% |
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 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