+636.9%
HUT vs ESTC
+31.2%
+605.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -4.5% | +10.7% | +8.6% |
| 7D | +17.8% | -8.1% | +25.9% | +22.9% |
| 30D | +0.8% | +31.7% | -30.8% | -17.7% |
| 3M | -26.8% | +41.1% | -67.8% | -43.5% |
| 6M | +72.6% | +77.1% | -4.5% | +12.1% |
| YTD | +103.6% | +21.7% | +81.9% | +62.0% |
| 1Y | +265.3% | +8.4% | +256.9% | +205.6% |
| 3Y | +689.4% | +23.6% | +665.8% | +436.0% |
| 5Y | +75.3% | -46.5% | +121.8% | +86.3% |
| All | +636.9% | +31.2% | +605.7% | +408.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling