+220.1%
HUT vs DE
+385.0%
-164.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.8% | -6.3% | -6.6% |
| 7D | +9.3% | +0.3% | +9.1% | +9.3% |
| 30D | -23.1% | +3.6% | -26.7% | -25.2% |
| 3M | -30.6% | +10.2% | -40.8% | -36.3% |
| 6M | -46.9% | +16.6% | -63.4% | -53.7% |
| YTD | +25.3% | +45.8% | -20.5% | -6.7% |
| 1Y | +59.8% | +43.9% | +15.9% | +18.8% |
| 3Y | +467.2% | +89.6% | +377.6% | +243.9% |
| 5Y | -24.6% | +100.3% | -125.0% | -55.8% |
| All | +220.1% | +385.0% | -164.9% | +8.8% |
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