+85.5%
HUT vs EOSE
-70.2%
+155.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.9% | -1.7% | -4.5% |
| 7D | +2.8% | +14.0% | -11.2% | -0.6% |
| 30D | +2.1% | -5.9% | +7.9% | +2.6% |
| 3M | -14.3% | -34.3% | +20.0% | -6.6% |
| 6M | +84.2% | -37.8% | +122.0% | +98.0% |
| YTD | +97.2% | -65.2% | +162.4% | +138.7% |
| 1Y | +192.7% | -41.9% | +234.7% | +213.6% |
| 3Y | +712.6% | +44.6% | +668.0% | +462.1% |
| 5Y | +85.5% | -69.2% | +154.7% | +56.3% |
| All | +85.5% | -70.2% | +155.7% | +56.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling