+84.8%
DAL vs HUT
+217.0%
-132.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.9% | +0.5% |
| 7D | +10.7% | -10.9% | +21.7% | +11.3% |
| 30D | +12.5% | -32.6% | +45.2% | +15.7% |
| 3M | +3.6% | -33.7% | +37.4% | +6.1% |
| 6M | +26.7% | -42.3% | +69.1% | +30.1% |
| YTD | +34.3% | +23.6% | +10.7% | +26.3% |
| 1Y | +59.1% | +20.4% | +38.8% | +48.7% |
| 3Y | +179.9% | +423.2% | -243.4% | +113.4% |
| 5Y | +119.1% | -19.4% | +138.6% | +74.4% |
| All | +84.8% | +217.0% | -132.2% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 10y: compounded portfolio wealth divided by compounded HUT 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…
10y analysis · Full analysis span regression · 6 months rolling