+94.1%
HUT vs ETR
+129.9%
-35.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.2% | +5.2% | +6.0% |
| 7D | +28.3% | +1.4% | +26.8% | +27.7% |
| 30D | +12.3% | +1.9% | +10.4% | +11.8% |
| 3M | -16.8% | +1.0% | -17.8% | -17.0% |
| 6M | +111.4% | +4.8% | +106.5% | +105.1% |
| YTD | +116.6% | +19.5% | +97.0% | +99.8% |
| 1Y | +290.5% | +28.1% | +262.4% | +255.1% |
| 3Y | +792.3% | +151.1% | +641.1% | +585.3% |
| 5Y | +94.1% | +125.2% | -31.0% | +88.2% |
| All | +94.1% | +129.9% | -35.8% | +88.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling