+239.5%
HUT vs DG
+73.0%
+166.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.1% | +7.5% | +7.5% |
| 7D | +24.8% | -3.0% | +27.7% | +25.3% |
| 30D | -28.4% | +8.6% | -37.0% | -30.0% |
| 3M | -31.2% | +15.0% | -46.3% | -33.7% |
| 6M | -40.2% | +32.7% | -72.9% | -44.7% |
| YTD | +32.9% | +5.5% | +27.4% | +29.6% |
| 1Y | +39.1% | +34.6% | +4.5% | +28.9% |
| 3Y | +462.8% | +24.2% | +438.5% | +407.8% |
| 5Y | -13.9% | -32.3% | +18.4% | -1.9% |
| All | +239.5% | +73.0% | +166.5% | +297.2% |
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