+420.1%
HUT vs DG
+66.9%
+353.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.5% | +4.7% | +5.9% |
| 7D | +17.8% | +8.4% | +9.4% | +15.9% |
| 30D | +0.8% | +4.9% | -4.1% | -0.2% |
| 3M | -26.8% | +29.3% | -56.1% | -31.3% |
| 6M | +72.6% | -11.3% | +83.8% | +75.8% |
| YTD | +103.6% | +1.8% | +101.9% | +101.7% |
| 1Y | +265.3% | +25.3% | +239.9% | +246.0% |
| 3Y | +689.4% | +9.1% | +680.3% | +648.7% |
| 5Y | +75.3% | -34.9% | +110.2% | +102.7% |
| All | +420.1% | +66.9% | +353.2% | +518.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling