+561.3%
HUT vs DBX
+20.9%
+540.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.3% | -6.9% | -6.2% |
| 7D | +2.8% | -1.8% | +4.7% | +3.4% |
| 30D | +2.1% | +2.8% | -0.8% | -0.3% |
| 3M | -14.3% | +26.8% | -41.0% | -26.6% |
| 6M | +84.2% | +32.8% | +51.5% | +48.2% |
| YTD | +97.2% | +26.1% | +71.1% | +62.4% |
| 1Y | +192.7% | +14.1% | +178.6% | +155.3% |
| 3Y | +712.6% | +25.7% | +686.8% | +543.5% |
| 5Y | +85.5% | +11.2% | +74.3% | +54.9% |
| All | +561.3% | +20.9% | +540.5% | +390.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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