+124.3%
DVN vs HUT
+78.5%
+45.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -5.5% | +7.7% | +2.5% |
| 7D | +2.5% | +2.8% | -0.3% | +2.3% |
| 30D | +10.2% | +2.1% | +8.1% | +9.8% |
| 3M | +8.1% | -14.3% | +22.4% | +8.2% |
| 6M | +15.9% | +84.2% | -68.3% | +7.9% |
| YTD | +38.2% | +97.2% | -59.0% | +26.7% |
| 1Y | +44.5% | +192.7% | -148.3% | +25.8% |
| 3Y | +5.1% | +712.6% | -707.4% | -23.2% |
| 5Y | +124.3% | +85.5% | +38.9% | +75.0% |
| All | +124.3% | +78.5% | +45.8% | +75.0% |
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 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