-48.5%
HUT vs DG
+20.8%
-69.3%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | -3.1% | +17.7% | +12.0% |
| 7D | -11.4% | +1.1% | -12.5% | -8.1% |
| 30D | -41.0% | +9.5% | -50.5% | -36.0% |
| 3M | -41.9% | +5.5% | -47.4% | -37.4% |
| All | -48.5% | +20.8% | -69.3% | -46.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling