+448.2%
HUT vs DGX
+165.9%
+282.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.7% | +7.2% | +8.3% |
| 7D | +5.4% | -0.9% | +6.3% | +5.7% |
| 30D | +8.6% | -1.2% | +9.8% | +9.0% |
| 3M | -15.2% | +15.8% | -31.0% | -19.3% |
| 6M | +92.9% | +18.2% | +74.7% | +81.7% |
| YTD | +114.6% | +37.2% | +77.4% | +90.8% |
| 1Y | +208.5% | +30.4% | +178.2% | +178.5% |
| 3Y | +821.5% | +96.7% | +724.8% | +591.6% |
| 5Y | +101.8% | +67.2% | +34.7% | +59.5% |
| All | +448.2% | +165.9% | +282.3% | +227.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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