+420.1%
HUT vs DECK
+423.8%
-3.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.6% | +4.6% | +5.4% |
| 7D | +17.8% | -2.2% | +20.0% | +19.2% |
| 30D | +0.8% | -13.6% | +14.4% | +7.6% |
| 3M | -26.8% | -21.2% | -5.5% | -19.6% |
| 6M | +72.6% | -21.1% | +93.6% | +90.9% |
| YTD | +103.6% | -17.2% | +120.9% | +114.4% |
| 1Y | +265.3% | -30.7% | +296.0% | +312.7% |
| 3Y | +689.4% | -3.4% | +692.8% | +573.6% |
| 5Y | +75.3% | +25.5% | +49.8% | +24.4% |
| All | +420.1% | +423.8% | -3.6% | +146.5% |
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