+152.4%
DKNG vs HUT
+1,116.5%
-964.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +8.8% | -4.5% | +3.1% |
| 7D | +3.0% | +5.4% | -2.4% | +2.2% |
| 30D | -3.0% | +8.6% | -11.6% | -4.8% |
| 3M | -17.6% | -15.2% | -2.4% | -17.3% |
| 6M | -3.2% | +92.9% | -96.1% | -16.7% |
| YTD | -28.2% | +114.6% | -142.8% | -40.2% |
| 1Y | -46.1% | +208.5% | -254.6% | -59.0% |
| 3Y | -22.2% | +821.5% | -843.7% | -57.1% |
| 5Y | -60.4% | +101.8% | -162.2% | -76.3% |
| All | +152.4% | +1,116.5% | -964.1% | +9.3% |
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