+821.5%
HUT vs EQX
+168.9%
+652.6%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.6% | +7.2% | +8.1% |
| 7D | +5.4% | -3.2% | +8.6% | +6.9% |
| 30D | +8.6% | +7.8% | +0.9% | +5.1% |
| 3M | -15.2% | +21.3% | -36.6% | -22.9% |
| 6M | +92.9% | -22.4% | +115.3% | +109.3% |
| YTD | +114.6% | -11.3% | +125.9% | +123.5% |
| 1Y | +208.5% | +13.5% | +195.0% | +200.5% |
| 3Y | +821.5% | +162.1% | +659.4% | +602.5% |
| All | +821.5% | +168.9% | +652.6% | +602.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 3y: compounded portfolio wealth divided by compounded EQX 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…
3y analysis · Full analysis span regression · 6 months rolling