+582.8%
HUT vs DBX
+20.1%
+562.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.4% | +8.6% | +7.3% |
| 7D | +17.8% | -2.4% | +20.2% | +19.2% |
| 30D | +0.8% | -0.5% | +1.3% | +0.3% |
| 3M | -26.8% | +28.1% | -54.8% | -37.6% |
| 6M | +72.6% | +33.1% | +39.5% | +38.7% |
| YTD | +103.6% | +25.3% | +78.3% | +68.5% |
| 1Y | +265.3% | +18.3% | +246.9% | +212.7% |
| 3Y | +689.4% | +25.0% | +664.4% | +528.1% |
| 5Y | +75.3% | +7.5% | +67.8% | +48.6% |
| All | +582.8% | +20.1% | +562.7% | +409.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling