+453.2%
HUT vs DG
+60.2%
+393.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -4.0% | +10.4% | +7.1% |
| 7D | +28.3% | -2.5% | +30.7% | +28.8% |
| 30D | +12.3% | +1.0% | +11.3% | +11.8% |
| 3M | -16.8% | +20.3% | -37.1% | -20.9% |
| 6M | +111.4% | -11.7% | +123.1% | +115.1% |
| YTD | +116.6% | -2.3% | +118.9% | +116.1% |
| 1Y | +290.5% | +20.0% | +270.5% | +272.7% |
| 3Y | +792.3% | +7.2% | +785.0% | +744.7% |
| 5Y | +94.1% | -37.9% | +132.1% | +126.5% |
| All | +453.2% | +60.2% | +393.0% | +562.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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