+1,975.8%
HUT vs EOSE
-60.6%
+2,036.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.0% | +9.8% | +9.1% |
| 7D | +5.4% | +1.8% | +3.6% | +4.9% |
| 30D | +8.6% | -6.8% | +15.5% | +9.5% |
| 3M | -15.2% | -36.3% | +21.1% | -7.0% |
| 6M | +92.9% | -38.8% | +131.6% | +108.1% |
| YTD | +114.6% | -65.5% | +180.2% | +160.3% |
| 1Y | +208.5% | -45.3% | +253.8% | +234.4% |
| 3Y | +821.5% | +44.2% | +777.3% | +531.2% |
| 5Y | +101.8% | -69.5% | +171.3% | +53.0% |
| All | +1,975.8% | -60.6% | +2,036.4% | +1,983.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling