+104.6%
HUT vs TEVA
+300.5%
-196.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.0% | +6.8% | +7.9% |
| 7D | +5.4% | +2.0% | +3.4% | +4.6% |
| 30D | +8.6% | +1.0% | +7.7% | +8.2% |
| 3M | -15.2% | +7.3% | -22.5% | -19.4% |
| 6M | +92.9% | +21.7% | +71.2% | +71.8% |
| YTD | +114.6% | +18.8% | +95.8% | +93.9% |
| 1Y | +208.5% | +86.5% | +122.0% | +120.9% |
| 3Y | +821.5% | +269.4% | +552.1% | +298.3% |
| All | +104.6% | +300.5% | -196.0% | -19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling