-100.0%
DFNS vs HUT
+1,420.8%
-1,520.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +7.6% | +5.2% | +12.3% |
| 7D | -13.0% | +24.8% | -37.7% | -14.1% |
| 30D | -56.9% | -28.4% | -28.5% | -56.2% |
| 3M | -93.2% | -31.2% | -62.0% | -93.1% |
| 6M | -95.4% | -40.2% | -55.2% | -95.3% |
| YTD | -99.5% | +32.9% | -132.4% | -99.5% |
| 1Y | -99.6% | +39.1% | -138.7% | -99.6% |
| 3Y | -100.0% | +462.8% | -562.7% | -100.0% |
| 5Y | -100.0% | -13.9% | -86.1% | -100.0% |
| All | -100.0% | +1,420.8% | -1,520.8% | -100.0% |
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