+403.8%
HUT vs EQIX
+206.7%
+197.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.8% | -3.7% | -4.2% |
| 7D | +2.8% | -1.6% | +4.5% | +4.2% |
| 30D | +2.1% | -0.4% | +2.4% | +2.8% |
| 3M | -14.3% | -0.9% | -13.3% | -13.2% |
| 6M | +84.2% | +8.1% | +76.1% | +76.9% |
| YTD | +97.2% | +35.7% | +61.5% | +59.8% |
| 1Y | +192.7% | +34.0% | +158.8% | +139.4% |
| 3Y | +712.6% | +41.4% | +671.1% | +537.2% |
| 5Y | +85.5% | +34.0% | +51.5% | +48.6% |
| All | +403.8% | +206.7% | +197.1% | +292.2% |
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