+85.5%
HUT vs DGX
+59.5%
+26.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.8% | -3.7% | -5.0% |
| 7D | +2.8% | -3.5% | +6.3% | +3.8% |
| 30D | +2.1% | -2.7% | +4.7% | +2.8% |
| 3M | -14.3% | +13.9% | -28.2% | -17.9% |
| 6M | +84.2% | +16.0% | +68.2% | +74.6% |
| YTD | +97.2% | +34.9% | +62.3% | +74.7% |
| 1Y | +192.7% | +30.6% | +162.2% | +161.7% |
| 3Y | +712.6% | +93.0% | +619.6% | +456.2% |
| 5Y | +85.5% | +64.4% | +21.1% | +17.7% |
| All | +85.5% | +59.5% | +26.0% | +17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling