+192.7%
HUT vs DECK
+429.3%
-236.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | -1.2% | +15.8% | +15.2% |
| 7D | -11.4% | +5.8% | -17.1% | -15.0% |
| 30D | -41.0% | +7.9% | -48.9% | -44.1% |
| 3M | -41.9% | -11.4% | -30.5% | -39.8% |
| 6M | -51.7% | -16.6% | -35.1% | -49.4% |
| YTD | +14.6% | -16.4% | +31.0% | +18.2% |
| 1Y | +21.4% | +8.6% | +12.8% | +7.5% |
| 3Y | +359.8% | -15.1% | +374.9% | +325.4% |
| 5Y | -27.5% | +22.9% | -50.4% | -48.7% |
| All | +192.7% | +429.3% | -236.5% | +35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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