+448.2%
HUT vs ETR
+271.3%
+177.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.4% | +9.2% | +9.0% |
| 7D | +5.4% | -1.8% | +7.2% | +6.1% |
| 30D | +8.6% | -1.8% | +10.4% | +9.5% |
| 3M | -15.2% | -3.6% | -11.6% | -14.0% |
| 6M | +92.9% | +2.6% | +90.3% | +89.2% |
| YTD | +114.6% | +16.0% | +98.6% | +101.3% |
| 1Y | +208.5% | +20.1% | +188.4% | +187.5% |
| 3Y | +821.5% | +143.6% | +677.9% | +576.2% |
| 5Y | +101.8% | +124.4% | -22.5% | +52.6% |
| All | +448.2% | +271.3% | +177.0% | +347.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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