+1,783.1%
DELL vs HUT
+246.0%
+1,537.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -0.8% |
| 7D | +17.1% | +34.9% | -17.8% | +13.7% |
| 30D | -35.1% | -25.9% | -9.2% | -33.2% |
| 3M | -23.3% | -31.7% | +8.4% | -20.8% |
| 6M | +55.8% | -42.2% | +98.1% | +62.5% |
| YTD | +198.0% | +34.9% | +163.1% | +186.1% |
| 1Y | +166.6% | +48.5% | +118.1% | +152.5% |
| 3Y | +427.6% | +471.2% | -43.6% | +328.4% |
| 5Y | +630.6% | -18.9% | +649.5% | +511.7% |
| All | +1,783.1% | +246.0% | +1,537.1% | +1,094.5% |
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