+370.1%
HUT vs ETHA
-30.3%
+400.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.6% | +8.8% | +8.1% |
| 7D | +17.8% | +0.8% | +17.0% | +17.0% |
| 30D | +0.8% | +27.9% | -27.1% | -16.7% |
| 3M | -26.8% | +38.3% | -65.1% | -43.8% |
| 6M | +72.6% | +14.0% | +58.6% | +52.9% |
| YTD | +103.6% | -17.4% | +121.1% | +126.3% |
| 1Y | +265.3% | -42.7% | +307.9% | +423.3% |
| All | +370.1% | -30.3% | +400.4% | +407.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling