+244.6%
HUT vs DLR
+140.0%
+104.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +0.4% |
| 7D | +34.9% | +5.0% | +29.8% | +29.7% |
| 30D | -25.9% | +3.0% | -28.9% | -27.5% |
| 3M | -31.7% | -6.3% | -25.5% | -27.1% |
| 6M | -42.2% | -4.8% | -37.5% | -39.5% |
| YTD | +34.9% | +21.0% | +13.9% | +19.8% |
| 1Y | +48.5% | +15.1% | +33.4% | +38.1% |
| 3Y | +471.2% | +56.0% | +415.2% | +355.0% |
| 5Y | -18.9% | +39.1% | -58.0% | -32.7% |
| All | +244.6% | +140.0% | +104.6% | +171.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling