+420.1%
HUT vs D
+32.1%
+388.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.4% | +6.6% | +6.3% |
| 7D | +17.8% | +1.5% | +16.3% | +17.5% |
| 30D | +0.8% | -2.6% | +3.4% | +1.3% |
| 3M | -26.8% | 0.0% | -26.8% | -27.0% |
| 6M | +72.6% | +7.4% | +65.2% | +69.3% |
| YTD | +103.6% | +15.9% | +87.8% | +96.4% |
| 1Y | +265.3% | +18.1% | +247.1% | +250.1% |
| 3Y | +689.4% | +58.4% | +631.0% | +587.6% |
| 5Y | +75.3% | +5.2% | +70.1% | +68.9% |
| All | +420.1% | +32.1% | +388.0% | +389.9% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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