+391.2%
DDOG vs HUT
+689.0%
-297.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.2% |
| 7D | +5.6% | +34.9% | -29.2% | +1.2% |
| 30D | -34.9% | -25.9% | -9.0% | -32.3% |
| 3M | -23.4% | -31.7% | +8.3% | -20.4% |
| 6M | -7.7% | -42.2% | +34.5% | -3.6% |
| YTD | +35.6% | +34.9% | +0.7% | +21.3% |
| 1Y | -3.4% | +48.5% | -51.9% | -15.9% |
| 3Y | +78.0% | +471.2% | -393.2% | +9.3% |
| 5Y | -4.4% | -18.9% | +14.4% | -34.2% |
| All | +391.2% | +689.0% | -297.7% | +128.5% |
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