+403.8%
HUT vs DE
+387.0%
+16.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.1% | -5.7% | -5.6% |
| 7D | +2.8% | -2.4% | +5.2% | +4.5% |
| 30D | +2.1% | +9.7% | -7.7% | -5.2% |
| 3M | -14.3% | +21.4% | -35.6% | -26.4% |
| 6M | +84.2% | +15.0% | +69.2% | +65.3% |
| YTD | +97.2% | +46.4% | +50.8% | +47.6% |
| 1Y | +192.7% | +45.6% | +147.1% | +116.9% |
| 3Y | +712.6% | +76.8% | +635.8% | +423.0% |
| 5Y | +85.5% | +99.4% | -13.9% | +9.8% |
| All | +403.8% | +387.0% | +16.7% | +72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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