+220.1%
HUT vs EQIX
+215.6%
+4.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -1.8% | -5.3% | -5.8% |
| 7D | +9.3% | +4.1% | +5.3% | +6.4% |
| 30D | -23.1% | +5.8% | -28.9% | -26.2% |
| 3M | -30.6% | -1.4% | -29.2% | -28.9% |
| 6M | -46.9% | -1.2% | -45.6% | -45.6% |
| YTD | +25.3% | +39.6% | -14.3% | +0.3% |
| 1Y | +59.8% | +36.8% | +23.0% | +29.8% |
| 3Y | +467.2% | +47.3% | +419.9% | +337.0% |
| 5Y | -24.6% | +50.1% | -74.8% | -42.2% |
| All | +220.1% | +215.6% | +4.5% | +146.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EQIX.
Daily Out/Under-Performance
Portfolio return minus EQIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQIX 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 EQIX 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