+220.1%
HUT vs DD
+44.5%
+175.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.6% | -6.5% | -6.6% |
| 7D | +9.3% | +5.0% | +4.4% | +5.1% |
| 30D | -23.1% | +19.7% | -42.8% | -33.0% |
| 3M | -30.6% | +7.2% | -37.8% | -33.8% |
| 6M | -46.9% | +1.0% | -47.9% | -47.0% |
| YTD | +25.3% | +29.1% | -3.8% | +4.4% |
| 1Y | +59.8% | +28.5% | +31.4% | +34.5% |
| 3Y | +467.2% | +89.4% | +377.7% | +249.6% |
| 5Y | -24.6% | +67.1% | -91.8% | -48.3% |
| All | +220.1% | +44.5% | +175.6% | +58.3% |
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