+467.2%
HUT vs ESTC
+14.8%
+452.4%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -1.0% | -6.1% | -6.7% |
| 7D | +9.3% | +2.4% | +6.9% | +8.5% |
| 30D | -23.1% | -4.2% | -18.9% | -21.4% |
| 3M | -30.6% | +2.5% | -33.1% | -32.2% |
| 6M | -46.9% | +81.5% | -128.3% | -60.2% |
| YTD | +25.3% | +16.8% | +8.5% | +12.1% |
| 1Y | +59.8% | -3.5% | +63.3% | +56.7% |
| 3Y | +467.2% | +17.7% | +449.5% | +338.6% |
| All | +467.2% | +14.8% | +452.4% | +338.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling