+448.2%
HUT vs ET
+187.5%
+260.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.8% | +9.7% | +9.4% |
| 7D | +5.4% | +0.2% | +5.2% | +5.2% |
| 30D | +8.6% | +2.9% | +5.8% | +6.4% |
| 3M | -15.2% | +16.8% | -32.0% | -23.9% |
| 6M | +92.9% | +18.9% | +74.0% | +69.3% |
| YTD | +114.6% | +37.7% | +76.9% | +70.7% |
| 1Y | +208.5% | +32.4% | +176.1% | +152.8% |
| 3Y | +821.5% | +99.5% | +722.0% | +518.4% |
| 5Y | +101.8% | +244.0% | -142.1% | +6.9% |
| All | +448.2% | +187.5% | +260.7% | +154.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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