+433.3%
HUT vs DGX
+166.4%
+266.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | +18.9% | -2.2% | +21.1% | +19.6% |
| 30D | +12.0% | -0.9% | +12.9% | +12.2% |
| 3M | -14.9% | +15.6% | -30.4% | -18.9% |
| 6M | +96.8% | +17.8% | +79.0% | +85.5% |
| YTD | +108.8% | +37.5% | +71.3% | +85.4% |
| 1Y | +227.4% | +31.2% | +196.2% | +194.7% |
| 3Y | +760.3% | +96.6% | +663.7% | +545.6% |
| 5Y | +86.1% | +64.9% | +21.2% | +47.6% |
| All | +433.3% | +166.4% | +266.9% | +218.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling