+189.3%
HUT vs ETHA
-44.8%
+234.1%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -3.3% | -3.8% | -4.7% |
| 7D | +9.3% | -12.5% | +21.9% | +20.2% |
| 30D | -23.1% | -19.8% | -3.3% | -10.6% |
| 3M | -30.6% | +3.1% | -33.7% | -33.1% |
| 6M | -46.9% | -13.8% | -33.1% | -42.3% |
| YTD | +25.3% | -34.6% | +59.9% | +64.6% |
| 1Y | +59.8% | -38.7% | +98.5% | +118.0% |
| All | +189.3% | -44.8% | +234.1% | +268.9% |
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