+1.7%
HUT vs DLR
+11.0%
-9.2%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | +2.6% | -25.8% | -27.2% |
| 7D | -29.5% | +2.8% | -32.4% | -33.1% |
| 30D | -45.2% | +2.8% | -48.0% | -47.4% |
| 3M | -51.6% | -4.0% | -47.6% | -48.0% |
| 6M | -37.3% | -5.6% | -31.7% | -28.1% |
| YTD | +6.5% | +21.9% | -15.4% | -28.6% |
| 1Y | +1.7% | +13.0% | -11.3% | -16.7% |
| All | +1.7% | +11.0% | -9.2% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 1y: compounded portfolio wealth divided by compounded DLR 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…
1y analysis · Full analysis span regression · 6 months rolling