+792.3%
HUT vs ETR
+153.2%
+639.1%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.2% | +5.2% | +6.0% |
| 7D | +28.3% | +1.4% | +26.8% | +27.8% |
| 30D | +12.3% | +1.9% | +10.4% | +11.8% |
| 3M | -16.8% | +1.0% | -17.8% | -16.9% |
| 6M | +111.4% | +4.8% | +106.5% | +104.6% |
| YTD | +116.6% | +19.5% | +97.0% | +99.3% |
| 1Y | +290.5% | +28.1% | +262.4% | +257.0% |
| 3Y | +792.3% | +151.1% | +641.1% | +785.0% |
| All | +792.3% | +153.2% | +639.1% | +785.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling