+93.0%
HUT vs DBX
+6.4%
+86.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -2.9% | +9.3% | +8.3% |
| 7D | +28.3% | -1.3% | +29.6% | +29.2% |
| 30D | +12.3% | -2.9% | +15.2% | +12.9% |
| 3M | -16.8% | +23.8% | -40.7% | -32.9% |
| 6M | +111.4% | +26.2% | +85.2% | +58.0% |
| YTD | +116.6% | +21.6% | +94.9% | +65.6% |
| 1Y | +290.5% | +11.4% | +279.0% | +223.8% |
| 3Y | +792.3% | +21.3% | +771.0% | +481.8% |
| All | +93.0% | +6.4% | +86.6% | +31.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling