-100.0%
DFNS vs HUT
+445.7%
-545.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -7.1% | +1.6% | -4.6% |
| 7D | -6.0% | +9.3% | -15.3% | -7.0% |
| 30D | -71.2% | -23.1% | -48.1% | -70.3% |
| 3M | -94.5% | -30.6% | -63.9% | -94.3% |
| 6M | -96.5% | -46.9% | -49.7% | -96.3% |
| YTD | -99.6% | +25.3% | -124.9% | -99.6% |
| 1Y | -99.7% | +59.8% | -159.5% | -99.7% |
| 3Y | -100.0% | +467.2% | -567.2% | -100.0% |
| All | -100.0% | +445.7% | -545.7% | -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 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