+420.1%
HUT vs DD
+23.6%
+396.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.4% | +5.8% | +5.9% |
| 7D | +17.8% | -3.5% | +21.3% | +21.2% |
| 30D | +0.8% | -10.3% | +11.2% | +10.4% |
| 3M | -26.8% | -7.5% | -19.2% | -22.0% |
| 6M | +72.6% | -8.0% | +80.6% | +86.7% |
| YTD | +103.6% | +10.5% | +93.2% | +91.2% |
| 1Y | +265.3% | +38.3% | +227.0% | +184.7% |
| 3Y | +689.4% | +42.5% | +646.9% | +502.3% |
| 5Y | +75.3% | +60.2% | +15.2% | +26.8% |
| All | +420.1% | +23.6% | +396.5% | +189.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling