+459.3%
HUT vs DKS
+44.9%
+414.4%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.9% |
| 7D | -10.9% | +9.4% | -20.4% | -13.9% |
| 30D | -32.6% | +9.8% | -42.4% | -35.5% |
| 3M | -33.7% | -29.3% | -4.5% | -27.0% |
| 6M | -42.3% | -32.6% | -9.8% | -36.2% |
| YTD | +23.6% | -22.6% | +46.2% | +28.3% |
| 1Y | +20.4% | -29.8% | +50.2% | +30.8% |
| All | +459.3% | +44.9% | +414.4% | +229.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling