+239.5%
HUT vs DD
+46.2%
+193.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.8% | +8.4% | +8.2% |
| 7D | +24.8% | +3.2% | +21.5% | +21.8% |
| 30D | -28.4% | +20.3% | -48.6% | -37.8% |
| 3M | -31.2% | +8.2% | -39.4% | -34.9% |
| 6M | -40.2% | +3.4% | -43.7% | -41.5% |
| YTD | +32.9% | +30.6% | +2.3% | +9.7% |
| 1Y | +39.1% | +30.6% | +8.4% | +15.4% |
| 3Y | +462.8% | +91.1% | +371.6% | +244.2% |
| 5Y | -13.9% | +68.6% | -82.5% | -41.4% |
| All | +239.5% | +46.2% | +193.3% | +66.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling