+151.2%
DIA vs HUT
+422.3%
-271.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.2% | -6.7% | -0.8% |
| 7D | -0.2% | +17.8% | -18.0% | -1.0% |
| 30D | -1.5% | +0.8% | -2.4% | -1.7% |
| 3M | +3.8% | -26.8% | +30.5% | +4.6% |
| 6M | +10.3% | +72.6% | -62.3% | +6.2% |
| YTD | +12.1% | +103.6% | -91.5% | +6.6% |
| 1Y | +18.6% | +265.3% | -246.6% | +8.8% |
| 3Y | +60.6% | +689.4% | -628.8% | +36.2% |
| 5Y | +64.4% | +75.3% | -10.9% | +41.1% |
| All | +151.2% | +422.3% | -271.1% | +76.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling