+403.8%
HUT vs TEVA
+90.8%
+312.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.4% | -4.2% | -5.1% |
| 7D | +2.8% | -0.7% | +3.6% | +3.1% |
| 30D | +2.1% | -0.4% | +2.4% | +2.2% |
| 3M | -14.3% | +8.2% | -22.5% | -17.6% |
| 6M | +84.2% | +15.3% | +68.9% | +72.6% |
| YTD | +97.2% | +16.5% | +80.7% | +84.6% |
| 1Y | +192.7% | +85.7% | +107.0% | +131.0% |
| 3Y | +712.6% | +277.9% | +434.7% | +374.3% |
| 5Y | +85.5% | +295.5% | -210.1% | +5.4% |
| All | +403.8% | +90.8% | +312.9% | +209.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling