-100.0%
DFNS vs HUT
+1,320.2%
-1,420.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +8.3% | -11.3% | -3.4% |
| 7D | -42.8% | +3.7% | -46.5% | -42.9% |
| 30D | -67.6% | -32.3% | -35.2% | -66.9% |
| 3M | -94.9% | -35.6% | -59.2% | -94.7% |
| 6M | -96.7% | -42.1% | -54.6% | -96.7% |
| YTD | -99.6% | +24.1% | -123.7% | -99.6% |
| 1Y | -99.7% | +27.9% | -127.6% | -99.7% |
| 3Y | -100.0% | +409.1% | -509.1% | -100.0% |
| 5Y | -100.0% | -25.9% | -74.0% | -100.0% |
| All | -100.0% | +1,320.2% | -1,420.1% | -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