+217.0%
HUT vs D
+36.9%
+180.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.5% | +8.8% | +8.4% |
| 7D | +3.7% | +0.8% | +2.9% | +3.4% |
| 30D | -32.3% | +10.7% | -43.0% | -33.6% |
| 3M | -35.6% | +2.3% | -37.9% | -36.0% |
| 6M | -42.1% | +12.5% | -54.6% | -43.7% |
| YTD | +24.1% | +20.1% | +4.0% | +18.7% |
| 1Y | +27.9% | +15.6% | +12.3% | +23.1% |
| 3Y | +409.1% | +75.2% | +333.9% | +332.8% |
| 5Y | -25.9% | +14.6% | -40.5% | -30.0% |
| All | +217.0% | +36.9% | +180.1% | +196.1% |
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