+220.1%
HUT vs DG
+68.9%
+151.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.3% | -6.8% | -7.1% |
| 7D | +9.3% | +0.3% | +9.1% | +9.3% |
| 30D | -23.1% | +3.2% | -26.3% | -24.2% |
| 3M | -30.6% | +10.4% | -41.0% | -32.7% |
| 6M | -46.9% | +33.2% | -80.0% | -50.9% |
| YTD | +25.3% | +3.0% | +22.3% | +22.7% |
| 1Y | +59.8% | +31.2% | +28.6% | +48.7% |
| 3Y | +467.2% | +21.8% | +445.4% | +412.6% |
| 5Y | -24.6% | -35.0% | +10.3% | -13.5% |
| All | +220.1% | +68.9% | +151.2% | +275.8% |
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