+265.3%
HUT vs EOSE
-49.1%
+314.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +10.9% | -4.7% | +2.0% |
| 7D | +17.8% | +19.0% | -1.2% | +9.3% |
| 30D | +0.8% | +1.6% | -0.7% | -1.6% |
| 3M | -26.8% | -52.0% | +25.2% | -6.0% |
| 6M | +72.6% | -42.5% | +115.1% | +96.7% |
| YTD | +103.6% | -66.1% | +169.8% | +171.6% |
| 1Y | +265.3% | -47.1% | +312.4% | +369.0% |
| All | +265.3% | -49.1% | +314.3% | +369.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 1y: compounded portfolio wealth divided by compounded EOSE 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…
1y analysis · Full analysis span regression · 6 months rolling