+59.8%
HUT vs DD
+27.9%
+31.9%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.6% | -6.5% | -6.3% |
| 7D | +9.3% | +5.0% | +4.4% | +2.5% |
| 30D | -23.1% | +19.7% | -42.8% | -37.8% |
| 3M | -30.6% | +7.2% | -37.8% | -35.5% |
| 6M | -46.9% | +1.0% | -47.9% | -46.7% |
| YTD | +25.3% | +29.1% | -3.8% | -17.6% |
| 1Y | +59.8% | +28.5% | +31.4% | +7.5% |
| All | +59.8% | +27.9% | +31.9% | +7.5% |
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