+403.8%
HUT vs EME
+885.6%
-481.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.8% | -4.8% | -4.9% |
| 7D | +2.8% | +0.9% | +1.9% | +2.2% |
| 30D | +2.1% | -8.4% | +10.4% | +10.2% |
| 3M | -14.3% | -3.6% | -10.7% | -10.8% |
| 6M | +84.2% | +3.6% | +80.7% | +84.8% |
| YTD | +97.2% | +22.5% | +74.7% | +74.3% |
| 1Y | +192.7% | +18.2% | +174.5% | +169.3% |
| 3Y | +712.6% | +238.4% | +474.2% | +258.1% |
| 5Y | +85.5% | +550.5% | -465.1% | -48.0% |
| All | +403.8% | +885.6% | -481.9% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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