+239.5%
HUT vs D
+36.6%
+202.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.5% | +8.0% | +7.6% |
| 7D | +24.8% | -2.4% | +27.2% | +25.1% |
| 30D | -28.4% | +9.0% | -37.4% | -29.6% |
| 3M | -31.2% | +1.0% | -32.2% | -31.5% |
| 6M | -40.2% | +11.0% | -51.2% | -41.8% |
| YTD | +32.9% | +19.8% | +13.1% | +27.2% |
| 1Y | +39.1% | +16.0% | +23.1% | +33.8% |
| 3Y | +462.8% | +74.4% | +388.4% | +378.8% |
| 5Y | -13.9% | +13.5% | -27.4% | -18.4% |
| All | +239.5% | +36.6% | +202.9% | +217.1% |
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