-27.9%
DHR vs HUT
+78.5%
-106.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.6% | +3.4% | 0.0% |
| 7D | -2.4% | +18.9% | -21.3% | -3.4% |
| 30D | -2.2% | +12.0% | -14.1% | -2.9% |
| 3M | +9.0% | -14.9% | +23.8% | +9.1% |
| 6M | +3.5% | +96.8% | -93.3% | -2.4% |
| YTD | -10.1% | +108.8% | -118.9% | -16.1% |
| 1Y | +6.2% | +227.4% | -221.2% | -5.1% |
| 3Y | -5.4% | +760.3% | -765.6% | -27.0% |
| 5Y | -27.9% | +86.1% | -114.0% | -43.8% |
| All | -27.9% | +78.5% | -106.3% | -43.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling