+220.1%
HUT vs DKS
+507.7%
-287.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +2.8% | -9.9% | -8.3% |
| 7D | +9.3% | +6.3% | +3.0% | +6.3% |
| 30D | -23.1% | +9.3% | -32.4% | -27.9% |
| 3M | -30.6% | -25.3% | -5.3% | -26.1% |
| 6M | -46.9% | -29.2% | -17.7% | -43.1% |
| YTD | +25.3% | -22.7% | +48.1% | +29.6% |
| 1Y | +59.8% | -30.1% | +89.9% | +73.2% |
| 3Y | +467.2% | +45.6% | +421.6% | +306.0% |
| 5Y | -24.6% | +28.5% | -53.1% | -45.2% |
| All | +220.1% | +507.7% | -287.6% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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