+148.4%
DIA vs HUT
+455.5%
-307.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.4% | -7.5% | -1.4% |
| 7D | +0.1% | +28.3% | -28.2% | -1.1% |
| 30D | -2.1% | +12.3% | -14.4% | -2.8% |
| 3M | +4.2% | -16.8% | +21.0% | +4.4% |
| 6M | +11.9% | +111.4% | -99.5% | +6.7% |
| YTD | +10.8% | +116.6% | -105.7% | +5.1% |
| 1Y | +17.5% | +290.5% | -272.9% | +7.4% |
| 3Y | +59.9% | +792.3% | -732.3% | +34.9% |
| 5Y | +64.1% | +94.1% | -30.0% | +40.2% |
| All | +148.4% | +455.5% | -307.1% | +73.4% |
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