+382.0%
HUT vs ETHA
-30.1%
+412.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.8% | -3.0% |
| 7D | +18.9% | +2.9% | +16.0% | +16.5% |
| 30D | +12.0% | +31.4% | -19.4% | -9.3% |
| 3M | -14.9% | +48.9% | -63.7% | -38.3% |
| 6M | +96.8% | +20.9% | +75.9% | +66.5% |
| YTD | +108.8% | -17.2% | +126.0% | +131.6% |
| 1Y | +227.4% | -42.8% | +270.2% | +370.3% |
| All | +382.0% | -30.1% | +412.1% | +419.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ETHA.
Daily Out/Under-Performance
Portfolio return minus ETHA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETHA 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 ETHA 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