-9.5%
DASH vs HUT
+806.6%
-816.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.1% | +6.5% | +0.3% |
| 7D | -4.5% | +9.3% | -13.9% | -5.7% |
| 30D | -6.8% | -23.1% | +16.3% | -5.0% |
| 3M | -20.7% | -30.6% | +9.9% | -18.9% |
| 6M | +15.1% | -46.9% | +61.9% | +19.6% |
| YTD | -24.3% | +25.3% | -49.6% | -32.6% |
| 1Y | -12.1% | +59.8% | -72.0% | -25.7% |
| 3Y | +91.1% | +467.2% | -376.1% | +14.0% |
| 5Y | -30.3% | -24.6% | -5.6% | -57.1% |
| All | -9.5% | +806.6% | -816.1% | -48.3% |
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