+215.7%
HUT vs D
+37.2%
+178.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | -10.9% | +2.4% | -13.3% | -11.4% |
| 30D | -32.6% | +10.9% | -43.6% | -33.9% |
| 3M | -33.7% | +2.8% | -36.6% | -34.2% |
| 6M | -42.3% | +12.7% | -55.0% | -44.0% |
| YTD | +23.6% | +20.3% | +3.3% | +18.2% |
| 1Y | +20.4% | +17.1% | +3.2% | +15.6% |
| 3Y | +423.2% | +75.1% | +348.1% | +345.0% |
| 5Y | -19.4% | +13.1% | -32.6% | -23.6% |
| All | +215.7% | +37.2% | +178.4% | +194.7% |
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