+104.6%
HUT vs DD
+56.1%
+48.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.3% | +9.1% | +9.1% |
| 7D | +5.4% | -3.5% | +8.9% | +9.6% |
| 30D | +8.6% | -11.7% | +20.3% | +24.3% |
| 3M | -15.2% | -9.2% | -6.0% | -6.6% |
| 6M | +92.9% | -7.2% | +100.1% | +110.2% |
| YTD | +114.6% | +6.6% | +108.0% | +102.5% |
| 1Y | +208.5% | +32.0% | +176.5% | +128.5% |
| 3Y | +821.5% | +42.1% | +779.4% | +514.0% |
| All | +104.6% | +56.1% | +48.5% | +24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling