+146.0%
DIA vs HUT
+217.0%
-70.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | +0.9% | -10.9% | +11.9% | +1.2% |
| 30D | +1.1% | -32.6% | +33.7% | +2.5% |
| 3M | -2.9% | -33.7% | +30.8% | -1.8% |
| 6M | +5.9% | -42.3% | +48.2% | +7.2% |
| YTD | +9.8% | +23.6% | -13.8% | +6.2% |
| 1Y | +11.7% | +20.4% | -8.6% | +7.8% |
| 3Y | +59.5% | +423.2% | -363.7% | +37.4% |
| 5Y | +57.5% | -19.4% | +77.0% | +39.3% |
| All | +146.0% | +217.0% | -70.9% | +75.3% |
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