+220.1%
HUT vs D
+35.8%
+184.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.2% | -7.3% | -7.1% |
| 7D | +9.3% | -1.4% | +10.7% | +9.5% |
| 30D | -23.1% | +7.7% | -30.8% | -24.3% |
| 3M | -30.6% | -0.3% | -30.3% | -30.8% |
| 6M | -46.9% | +10.1% | -56.9% | -48.2% |
| YTD | +25.3% | +19.1% | +6.2% | +20.0% |
| 1Y | +59.8% | +15.9% | +43.9% | +53.6% |
| 3Y | +467.2% | +75.0% | +392.2% | +381.5% |
| 5Y | -24.6% | +13.4% | -38.0% | -28.6% |
| All | +220.1% | +35.8% | +184.3% | +199.2% |
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