+467.2%
HUT vs EME
+216.1%
+251.1%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.5% | -6.6% | -6.5% |
| 7D | +9.3% | +8.4% | +1.0% | 0.0% |
| 30D | -23.1% | -11.5% | -11.6% | -9.3% |
| 3M | -30.6% | -20.6% | -10.0% | -7.2% |
| 6M | -46.9% | -28.5% | -18.4% | -20.3% |
| YTD | +25.3% | +8.0% | +17.3% | +26.1% |
| 1Y | +59.8% | +6.8% | +53.1% | +63.4% |
| 3Y | +467.2% | +213.9% | +253.3% | +360.7% |
| All | +467.2% | +216.1% | +251.1% | +360.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling