-33.4%
HUT vs DECK
+31.2%
-64.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | +6.0% | -29.2% | -26.5% |
| 7D | -29.5% | +10.4% | -39.9% | -34.3% |
| 30D | -45.2% | +11.1% | -56.3% | -49.1% |
| 3M | -51.6% | -10.8% | -40.8% | -49.7% |
| 6M | -37.3% | -8.7% | -28.6% | -37.0% |
| YTD | +6.5% | -14.0% | +20.6% | +8.4% |
| 1Y | +1.7% | +12.0% | -10.3% | -13.9% |
| 3Y | +314.7% | -10.5% | +325.2% | +223.9% |
| 5Y | -33.4% | +28.5% | -61.9% | -68.6% |
| All | -33.4% | +31.2% | -64.7% | -68.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling