+1.7%
HUT vs DD
+49.3%
-47.6%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | -1.8% | -21.5% | -20.9% |
| 7D | -29.5% | +8.7% | -38.2% | -35.6% |
| 30D | -45.2% | +15.3% | -60.5% | -53.5% |
| 3M | -51.6% | +5.9% | -57.5% | -54.6% |
| 6M | -37.3% | +11.6% | -48.9% | -45.6% |
| YTD | +6.5% | +26.5% | -20.0% | -23.3% |
| 1Y | +1.7% | +35.4% | -33.7% | -30.1% |
| All | +1.7% | +49.3% | -47.6% | -30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling