+265.3%
HUT vs TEVA
+93.8%
+171.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.7% | +6.9% | +6.4% |
| 7D | +17.8% | -0.2% | +18.0% | +17.7% |
| 30D | +0.8% | +4.7% | -3.9% | -0.3% |
| 3M | -26.8% | +5.6% | -32.4% | -27.6% |
| 6M | +72.6% | +10.5% | +62.1% | +64.8% |
| YTD | +103.6% | +16.5% | +87.1% | +94.3% |
| 1Y | +265.3% | +96.8% | +168.5% | +235.1% |
| All | +265.3% | +93.8% | +171.5% | +235.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 1y: compounded portfolio wealth divided by compounded TEVA 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…
1y analysis · Full analysis span regression · 6 months rolling