+433.3%
HUT vs EOG
+98.0%
+335.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.1% | -4.7% | -4.1% |
| 7D | +18.9% | -1.3% | +20.2% | +19.5% |
| 30D | +12.0% | +3.4% | +8.6% | +10.0% |
| 3M | -14.9% | +7.8% | -22.7% | -18.9% |
| 6M | +96.8% | +13.4% | +83.4% | +79.0% |
| YTD | +108.8% | +43.5% | +65.3% | +68.0% |
| 1Y | +227.4% | +29.7% | +197.7% | +177.6% |
| 3Y | +760.3% | +23.2% | +737.1% | +644.3% |
| 5Y | +86.1% | +176.4% | -90.3% | +5.6% |
| All | +433.3% | +98.0% | +335.4% | +197.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 EOG 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