+420.1%
HUT vs DKS
+459.6%
-39.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.4% | +6.6% | +6.4% |
| 7D | +17.8% | +3.0% | +14.8% | +16.3% |
| 30D | +0.8% | -30.5% | +31.4% | +13.5% |
| 3M | -26.8% | -35.7% | +8.9% | -15.4% |
| 6M | +72.6% | -29.7% | +102.2% | +91.2% |
| YTD | +103.6% | -28.9% | +132.5% | +124.6% |
| 1Y | +265.3% | -35.9% | +301.1% | +322.2% |
| 3Y | +689.4% | +28.2% | +661.3% | +515.7% |
| 5Y | +75.3% | +11.8% | +63.5% | +38.4% |
| All | +420.1% | +459.6% | -39.4% | +108.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling