-5.2%
DASH vs HUT
+729.1%
-734.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +14.6% | -14.7% | -2.0% |
| 7D | +0.4% | -11.4% | +11.7% | +0.8% |
| 30D | -6.0% | -41.0% | +35.0% | -0.9% |
| 3M | -15.8% | -41.9% | +26.2% | -11.7% |
| 6M | +7.0% | -51.7% | +58.6% | +12.5% |
| YTD | -20.7% | +14.6% | -35.3% | -28.5% |
| 1Y | -8.5% | +21.4% | -29.9% | -19.6% |
| 3Y | +101.8% | +359.8% | -258.0% | +24.4% |
| 5Y | -9.6% | -27.5% | +17.9% | -43.7% |
| All | -5.2% | +729.1% | -734.3% | -45.2% |
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