+74.8%
DAL vs HUT
+194.0%
-119.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +14.6% | -12.4% | +0.8% |
| 7D | +8.8% | -11.4% | +20.2% | +9.2% |
| 30D | +5.4% | -41.0% | +46.4% | +9.7% |
| 3M | -4.9% | -41.9% | +37.0% | -1.4% |
| 6M | +19.8% | -51.7% | +71.5% | +25.1% |
| YTD | +27.0% | +14.6% | +12.4% | +20.3% |
| 1Y | +52.5% | +21.4% | +31.1% | +42.3% |
| 3Y | +173.8% | +359.8% | -186.0% | +111.2% |
| 5Y | +104.5% | -27.5% | +132.0% | +64.1% |
| All | +74.8% | +194.0% | -119.2% | +5.4% |
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