+153.0%
DASH vs HUT
+699.5%
-546.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +6.2% | -10.8% | -5.2% |
| 7D | -10.6% | +17.8% | -28.3% | -12.0% |
| 30D | +2.2% | +0.8% | +1.3% | +1.7% |
| 3M | +32.3% | -26.8% | +59.1% | +34.4% |
| 6M | +19.1% | +72.6% | -53.4% | +8.9% |
| YTD | -6.5% | +103.6% | -110.1% | -16.9% |
| 1Y | -14.9% | +265.3% | -280.2% | -30.4% |
| All | +153.0% | +699.5% | -546.5% | +80.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling