-4.5%
DASH vs HUT
+798.0%
-802.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +8.3% | -7.6% | -0.4% |
| 7D | -4.8% | +3.7% | -8.5% | -6.3% |
| 30D | -7.9% | -32.3% | +24.4% | -4.5% |
| 3M | -16.3% | -35.6% | +19.3% | -13.5% |
| 6M | +10.4% | -42.1% | +52.5% | +13.3% |
| YTD | -20.1% | +24.1% | -44.2% | -28.8% |
| 1Y | -11.4% | +27.9% | -39.3% | -22.6% |
| 3Y | +114.1% | +409.1% | -295.0% | +30.1% |
| 5Y | -5.8% | -25.9% | +20.2% | -41.9% |
| All | -4.5% | +798.0% | -802.5% | -45.4% |
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